Malte Laurids Brigge is the title character of the novel and the first-person protagonist. He is a 28-year-old Danish man living in Paris. Brigge is an only child who spent most of his childhood ill. Growing up, he was close to his mother but estranged from his father. Ghosts and other occult phenomena were regular occurrences in his childhood and engendered a preoccupation with death in him.

Brigge comes from a wealthy family, but he is poor and spends most of the novel struggling amidst the other impoverished people in Paris. Despite his strained circumstances, Brigge considers himself above other poor people and clings to the memory of his childhood in his family castle in Denmark. Even though his childhood was miserable and his family dysfunctional, the memories link him to the privilege that is a core element of his identity.

Brigge is the author of the notebook entries that comprise the novel. Brigge is a writer, though by his own admission, not a very good one. While he has written fiction in the past, his work has been poorly received. Brigge is anxious and sensitive, and the world constantly overwhelms him. His writings, which are irregular and disjointed, nevertheless provide an outlet and a repository for his thoughts and anxieties, free from the expectations and constraints of traditional fiction.