Trisha is a precocious nine-year-old girl who recently moved to Sanford, Maine, following her parents' divorce. She loves baseball, particularly relief pitcher Tom Gordon, and uses her active imagination to escape her family's constant bickering. Trying to act as the peacemaker between her mother and brother makes her feel invisible and unheard. She possesses practical knowledge and a robust vocabulary, though she struggles with the emotional weight of her family's fracture.

The God of the Lost is a mysterious, ominous entity that follows Trisha through the New Hampshire wilderness. Operating as a physical manifestation of senseless evil and random tragedy, this creature waits patiently for Trisha to weaken. It leaves brutal physical warnings behind, such as slashed trees and disemboweled deer, establishing a perimeter of terror.

Tom Gordon is a real-life relief pitcher for the Boston Red Sox and Trisha's favorite player. He represents focus and bravery. In Trisha's mind, he manifests as an imaginary companion who walks alongside her, offering baseball-themed advice and grounding her when panic threatens to take over her mind.

Larry is Trisha and Pete's father, currently living alone in Malden after his divorce from Quilla. He shares a deep love of the Red Sox with Trisha. This shared interest gives them a strong emotional connection despite his physical absence. He is a flawed parent who struggles with alcohol dependence. His secular beliefs about a force called the "Subaudible" influence Trisha's worldview.

Quilla is a recently divorced mother who won custody of her children and moved them to Sanford, Maine. She attempts to force family bonding through impromptu weekend outings, which usually devolve into shouting matches with her son. Her distraction allows Trisha to slip away unnoticed. However, her shared practical advice about plants and insects proves vital to her daughter's survival.

Pete is Trisha's thirteen-year-old brother, a computer whiz who struggles to adjust to his parents' divorce. Uprooted from his home in Malden and bullied at his new middle school, he channels his frustration into constant, combative arguments with his mother. His loud anger completely overshadows his younger sister's distress.

Penelope, frequently called Pepsi, is Trisha's best friend back in her normal life. She represents the everyday childhood normalcy Trisha leaves behind. Her distinct sayings and personality quirks occasionally surface in Trisha's mind.

Mona is Trisha's favorite doll and a significant source of emotional security. Before the hike, Trisha relies on Mona for comfort during the difficult transition of her parents' divorce. Left behind during the ordeal, Mona acts as a symbol of the innocent childhood Trisha leaves behind in the woods.

Travis Herrick is a local hunter operating in the New Hampshire woods. He wears a Red Sox shirt and carries a hunting rifle. His path intersects with Trisha's during a highly dangerous moment on the road.

Francis Raymond Mazzerole is a suspected criminal whose presence in the region derails the police investigation. Law enforcement agents misdirect their resources pursuing him across state lines based on a false theory about his involvement in a local disappearance.

Mr. Bork is Trisha's science teacher. While Trisha suffers from illness in the woods, his face is adopted by an imagined messenger claiming to represent the God of Tom Gordon. This messenger delivers a discouraging message about divine intervention.