Characters
Lord Murchison
The truthful lover
Gerald Murchison, the narrator's handsome, high-spirited friend from Oxford, a stout Tory who believes in the Pentateuch as firmly as in the House of Peers. He falls passionately in love with Lady Alroy and is maddened by her secrecy. Unable to believe her denials, he quarrels with her and leaves for Norway, returning to find her dead. Nearly ten years after college he is anxious and puzzled, still unsure what she was hiding.
Lady Alroy
The woman of mystery
A widow with a beautiful house in Park Lane, tall and slight, with large vague eyes, loosened hair and a faint, subtle smile. She speaks in a low, musical voice, wears strange moonstones, and receives letters under the name of Mrs. Knox. She rents rooms in Cumnor Street where she only sits alone, reading and taking tea. She dies of a chill caught at the Opera while Murchison is in Norway.
The narrator
The confident explainer
Murchison's college friend, who meets him by chance in Paris and hears the story over coffee and cigarettes. Witty and worldly, he supplies the story's best lines, from 'women are meant to be loved, not to be understood' to the title phrase itself. He believes the landlady at once and explains Lady Alroy as a woman with 'a mania for mystery', without any of Murchison's doubts.
The landlady
The plain witness
The 'respectable-looking woman' who keeps the lodging house in Cumnor Street. She knows Lady Alroy only as her 'best lodger', who paid three guineas a week to sit in the drawing-rooms now and then, always alone. Her plain, unsuspicious account, and her dismay at the news of the lady's death, supply the story's solution.