Captain Walton seems to possess a heady mix of both Enlightenment and Romantic ideals. He is, obviously, quite interested in scientific exploration and in bettering the lot of humankind by increasing our empirical knowledge and understanding of the world. However, he can be quite Romantic in his descriptions and interests as well. He describes his goal of ultimately reaching the North Pole, saying,
Inspirited by [a] wind of promise, my daydreams become more fervent and vivid. I try in vain to be persuaded that the pole is the seat of frost and desolation; it ever presents itself to my imagination as the region of beauty and delight. There, Margaret, the sun is forever visible, its broad disk just skirting the horizon and diffusing a perpetual splendour.
Walton is quite affected by the sublimity of nature, a major aspect of Romanticism, and his imagination is easily fired by his dreams: another...
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Romantic quality. In this same vein, he writes,
These reflections have dispelled the agitation with which I began my letter, and I feel my heart glow with an enthusiasm which elevates me to heaven, for nothing contributes so much to tranquillize [sic] the mind as a steady purpose—a point on which the soul may fix its intellectual eye.
Again, here, Walton is describing his quest for knowledge, but he does so in an incredibly Romantic way, talking about his glowing heart and heaven and tranquility. He is inspired and emotional.
We also learn that Walton once was a "poet and for one year lived in a paradise of [his] own creation; [he] imagined that [he] also might obtain a niche in the temple where the names of Homer and Shakespeare are consecrated." Such a desire and such a profession are incredibly Romantic as well, and we can perhaps see some of Walton's poeticism in the beauty of his figurative language and descriptions.
The Romantic period is basically a rebellion against the ideas of the rigid and stuffy 18th Century. Therefore, some qualities that signify Romantic works are: love of nature, importance of the individual (rather than society as a whole), imagination, the supernatural, and an emphasis on emotion (rather than logic/reason).
In the letters, Walton repeatedly describes the beauty of his surroundings. He also mentions his goals--which are all about the success of his individual wants and glory. He is also more emotional than most men we know. He is woeful that he is among people with whom he can not be friends, that they can not possibly understand him and his pursuit of knowledge.
The rest of the Romantic factors will come out throughout the rest of the novel. Enjoy it...it's one of my favorites! :)