In this story of pictorial intensity, the story of a young country girl's introduction "to the beginning of everything," there are a few characters of consequence and others who briefly appear:
- Leila - the protagonist, she is the cousin of the Sheridan girls, who are in "The Garden Party." Leila moves from an hyper-consciousness of all things around her to the selective consciousness she chooses after the encounter with the fat man who tries to break her illusions.
- The Sheridan Girls - Laura, Meg, and Jose; these girls have invited Leila, who lives in the countryside to come to the city in order to attend the ball. They are amazed that Leila has never been to a ball before.
- Laurie Sheridan - He is the affectionate brother of the girls.
- Miss Eccles - Leila's dance teacher at the boarding school she has attended.
- The dance partners - Laura has four dance partners; they are experienced and ask her if she has attended some other ball; then, they are surprised when she tells them she is at her first dance.
- The old women- These are mothers or grandmothers who sit above the dance floor, watching. The fat man alludes to them as "the poor old dears up there" who watch and remember how some "dreadful man" had tried to kiss her at a club ball so many years ago.
- The Fat Man - the antagonist, this cynical older man has been waiting to dance with Leila. Ushering her onto the floor, he says, "Come along, little lady." As they dance, he asks Leila if it is her first dance. Just as Leila begins to feel kindly toward him, he diminishes her excitement by telling her it will not be long before she is one of the older ladies sitting on the stage, who look on with aching hearts "because no one wants to kiss you now."