There are two approaches to this subject. The first is based on the idea that the narrator is speaking literally, and the second, that he or she is speaking figuratively.
In the first approach, if the bird is real, it came in through the window. The narrator threw the shutters open, and in "stepped a saintly raven."
The second approach, which is the most common interpretation, is that the raven is a representation of the narrator's perpetual, unassuageable grief. Evidence for this interpretation includes the description that the bird "stepped" rather than "flew" into the room, and that it comes from the past, or "yore."
In addition, that it speaks and repeats "nevermore" is fantastic. The bird also stays in one place, and for an unspecified, apparently long time: "never flitting, still is sitting, still is sitting"--the only place a word is emphasized.
The description of the shadow cast on...
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the floor and the narrator's soul being trapped in it are among the other indications that the bird is ametaphor for mourning.
And my soul from out that shadow that lies floating on the floor
Shall be lifted—nevermore!
References
At the beginning of the poem, the raven attempts to get in through the narrator's door. The narrator hears "a tapping, as of someone gently rapping, rapping at my chamber door," but when he opens the door, no one is there. After he contemplates the absence of a person, the darkness of the hall, he hears a knocking on his window, so he goes to open it. He flings the shutter open and "with many a flirt and flutter, in there stepped a stately raven of the saintly days of yore." So that is how the raven enters the narrator's chamber: through the window. The narrator also makes a note of the raven's stature, saying that it had the posture of a lord or lady as it perches itself upon a bust of Pallas (aka Athena, the ancient Greek goddess of wisdom).
How does the raven enter the chamber in "The Raven"?
In the poem The Raven , by Edgar Allan Poe, the following stanza describes the encounter between the narrator (poet/main character) and the bird which he still does not recognize, yet, has heard "tapping at his chamber door"
Open here I flung the shutter, when, with many a flirt and flutter,
In there stepped a stately raven of the saintly days of yore.
Not the least obeisance made he; not a minute stopped or stayed he;
But, with mien of lord or lady, perched above my chamber door—
Perched upon a bust of Pallas just above my chamber door—
Perched, and sat, and nothing more.
What this stanza means is that at one point the narrator opens his window
(flung the shutter) and the bird crept in from the outside. Under a more
allegorical perspective, we can assume that the bird, representing melancholy
and the past, crept into the life of the narrator as surprisingly as his
reality crept into him, making him now a lonely man in the bleak climate of
December.