The speaker of "The Day Lady Died" is crazy-busy. As in, he barely has time to write this poem. He keeps making asides and getting off on tangents, like when he says that he doesn't know who is going to feed him. He's walking around New York City – perhaps on his lunch hour – and he's sweating bullets because it's so hot. He smokes and drinks frequently.
The speaker is one of those people about whom you can never tell if they're being sarcastic. Does he really want to know what the poets in Ghana are doing these days? Is he actually annoyed at Linda for looking up his balance so much? We're not sure. The only time he sounds completely earnest is at the end of the poem, when he remembers listening to Billie Holiday while leaning on the bathroom door.
We think the speaker is an exceptionally hip and social guy. His friends are willing to buy him dinner and put him up in their house in East Hampton simply because he tells great stories and might recite his latest poem.
Our speaker has his finger on the pulse of high culture and follows multiple art forms very closely. He's especially fond of contemporary French painting and writing, which were all the rage in the 1950s, when existentialism and absurdist theater were in their hey-day. If you needed a recommendation for a book that would show off your intelligence, he'd be the person to ask. He doesn't really tell us any of his deep feelings or emotions, but by the end of the poem, we feel like we've been looking through a small window into his daily life.