Our speaker is the star of the poem, and we learn a lot about him. For starters, he's an Irish airman (a pilot, not a guy made of air); we know this from the title. But he's a very special Irish airman, one with the power to foresee his own death, sort of. In a war as fierce as World War I, being able to predict one's own death in battle wasn't exactly that hard to do. But the airman is not too scared about it, which seems a little weird to us.
This lack of fear is because he seems to think he's made the right decision. A glorious death in the air seems a lot better when balanced against his wasted youth and an equally wasteful future. Along these same lines, he's a strong-minded dude. Neither the cheering crowds, nor your run-of-the-mill recruiters were able to persuade him to sign up. Instead, some weird sense of duty and the law were also unable to touch him. He did that on his own because of some powerful, internal "impulse" he felt, no other reason. He's very much "his own man," so to speak.
So, he's strong and prophetic, but what else do we learn about him? Well, how about fiercely loyal to his small village back in Ireland? The people he really cares about and fights for aren't the English or their allies, but the poor back in Kiltartan, where he's from. He loves them, and only them, and he hates nobody, not even the enemy he is supposed to be fighting against.
Now, even though the speaker talks about his death as if it were better than any other life he could possibly lead, we should take this with a grain of salt. After all, the speaker is a smart and prophetic dude. It's possible that he doesn't really feel like his life has been wasted breath. He could just be saying that ironically, implying that his death up in the clouds is pointless and that his past and his future are, in fact, much more important. Though we really do think the speaker is being serious here (he seems to be earnest in his love of village and rejection of social pressures), we can't really be 100% sure. And since we can't be sure, we'll go ahead and say that our speaker is, at the very least, a mysterious man.
You know, come to think of it, the real Robert Gregory was kind of a mystery to Yeats as well. Okay, if Yeats walked into the room right now and you asked him about Gregory, old W.B. would tell you that Gregory was an accomplished cricket player, a talented artist, a smart kid, a father of three, etc. He might even tell you about their quarrels, and about how Robert Gregory made Yeats move out of the master bedroom at Coole Park. How dare he?!
But, even though Yeats knew Gregory, he didn't totally "know" him, you know? In some ways, this poem is an attempt to come to grips with some of the mysteries of Robert Gregory: how he felt up in the sky, why he joined the air force, and why he chose to put his life on the line. Yeats obviously had no way of knowing any of this, so the poem is kind of an extended investigation into Gregory's mind-set, aimed at giving us a portrait of how Gregory may have felt, and just who this man was.