Daniel Quinn is a former poet and essayist who now writes pulp mystery novels under the pseudonym William Wilson. He lives a solitary life in New York City following the sudden deaths of his wife and young son five years prior. To escape his grief, he avoids personal connections and takes aimless walks through the city streets, seeking the comfort of feeling invisible. When a stranger repeatedly calls his apartment asking for a private investigator, his boredom pushes him to adopt the caller's requested persona and take the case.

Peter is an elderly man and former professor of philosophy and religion at Columbia University. Decades ago, he locked his two-year-old son in a dark room to test a philosophical theory about uncovering the original, divine language of humanity. Recently released from a 13-year stay in a psychiatric hospital, he arrives at the train station carrying a battered leather suitcase. He spends his days wandering the city streets in a specific rectangular pattern, picking up discarded trash and documenting it in a red notebook.

Peter is a pale young man in his mid-twenties with white-blond hair, watery blue eyes, and rigid, mechanical movements. Confined to darkness and isolated from human contact by his father for nine years, he speaks in a jumbled, repetitive syntax using odd colloquialisms. He initiates the story's events by desperately calling Quinn's apartment to hire a private investigator, believing his recently released father intends to kill him.

Virginia is a woman in her early thirties with dark hair who serves as Peter's legal guardian. Formerly Peter's speech therapist at the hospital, she married him solely to provide him with a chance at a functional life outside the institution. She acknowledges their marriage lacks romance, though she surprises Quinn by kissing him during their first meeting. She provides Quinn with the essential background information on her father-in-law and formally pays his retainer check to begin the investigation.

Paul Auster is a writer and essayist living in a New York City apartment. Though he shares a name with the private investigator Quinn is pretending to be, he has no connection to the detective business or the Auster Detective Agency. He is currently working on an essay analyzing the complex layers of fictional authorship in Miguel de Cervantes's classic novel Don Quixote.

Siri is the wife of the writer Paul Auster. She lives a quiet family life in a New York City apartment. Her sudden arrival home briefly reminds Quinn of the domestic stability he lost years ago.

Daniel is the young son of the writer Paul Auster and his wife, Siri. He shares the same first name as the protagonist, a coincidence that triggers painful memories for Quinn about his own deceased son.