Character Roles
Protagonist
The Grandmother
The grandmother is the central character in the story. She's the focus of the narrative, the character whose reactions we hear the most about, as well as the only character who's head we get inside (although not too deeply). It's also the grandmother who confronts "evil" in the form of The Misfit. Whether the grandmother is herself a "good" or even a likable protagonist is another question. If you view the grandmother as a conniving manipulator who gets caught in her final act of manipulation, then you might have a hard time identifying with her. On the other hand, if you agree that the grandmother has some kind of "awakening" at the last moment, then her role as protagonist is all the more important. In this light, the story becomes centered on her transformation in the face of an extreme situation.
Antagonist
The Misfit
The Misfit is definitely the bad guy: he's a murderer, after all. What's more, he's a criminal who seems to do bad things for the sake of doing bad things without remorse. He's the one who confronts, threatens, and kills the family of the protagonist, and ultimately the protagonist herself. There's an antagonist for you.
Guide/Mentor
The Misfit
Surprised? This might not work so well with a non-religious reading of the story, but if you do take the grandmother's dying grace seriously, then the Misfit is indirectly responsible for her magic moment. Or rather, the grace working through him is responsible. The Misfit poses a challenge to the grandmother's run-of-the-mill faith because he realizes what's at stake in religion in a way she doesn't. Of course, The Misfit also challenges the grandmother by threatening her with death. In both respects, it is The Misfit who puts her in a situation where she is shaken and humbled enough to receive grace. The Misfit acknowledges this when he says that the grandmother would have been a good woman if he'd been there to shoot her all the time.
Foil
The Grandmother to The Misfit
What's added to the basic protagonist/antagonist relationship by calling these two foils, you might ask? Well, besides being on opposite sides in the story, The Misfit and the grandmother contrast in more substantive ways that make each of their characters stand out more. The grandmother is all about appearances and "good behavior" by society's standards, hence her concerns with "being a lady." The Misfit is more interested in getting straight to the heart of things, as his daddy said. He's looked into religion himself and not found anything there. That's why his questioning and ultimate rejection of religion reveals the grandmother's faith as shallow.