David is a nine-year-old boy who recently relocated to live with his grandmother in Pennsylvania following the sudden death of his mother. Struggling deeply with his grief, he copes by clinging to rigid, self-imposed rules and superstitions, believing that strict obedience will somehow bring his mother back to life. He is angry, lonely, and fiercely protective of a secret memento he keeps in his pocket, refusing to form new attachments.

Primrose is a 13-year-old girl with a fiercely independent and erratic personality. She chooses to sleep in an old van outside her small house to avoid sharing a room with her fortune-teller mother. Lacking conventional parental supervision, she roams the streets at night to scavenge garbage for flea market sales. She often acts as a challenging, antagonistic older sibling figure to David.

Refrigerator John is an adult man who lives in a house he built himself out of scrapyard materials. He has a withered leg that affects his walk, which often causes others to treat him differently, though Primrose treats him with respect. Observing the unusual friendship between David and Primrose, he steps in to provide them with a safe environment, snacks, and a television to keep them off the streets at night.

Margaret Limpert is David's grandmother and primary weekday guardian while his father works away from home. She tries to connect with her grieving grandson by making his lunches, taking him to library events, and gently encouraging social interaction. Despite David's consistent rudeness and rejection of her motherly efforts, she maintains a patient distance while hoping he will eventually heal.

Madam Dufee is Primrose's mother, an eccentric woman who operates a fortune-telling business out of their small, sparsely furnished home. She dresses in heavy gold jewelry and toe rings, and she often hums while she works. Her unusual profession and general disconnect from typical motherly duties cause severe friction with her daughter.

David's father is a grieving widower who works over 200 miles away in Connecticut during the week. According to David's grandmother, he is overwhelmed and constantly tired, which leaves him with little time or energy to help David manage his sadness on a daily basis.

David's mother died a year prior to the start of the novel after slipping on an unmarked wet floor and falling down a flight of stairs. Her sudden absence dominates David's internal life, driving his adherence to strict rules and his refusal to watch the sunrise—an activity they had planned to do together the morning she died.

Tim is a local boy who plays with a yo-yo on the street. David's grandmother attempts to arrange a friendship between the two boys, but David responds by aggressively showing off a superior yo-yo trick and walking away.

The Waving Man is a scraggly, well-known figure who stands at an intersection in Philadelphia and waves at passing people. He becomes a subject of intense curiosity and fierce arguments between David and Primrose.