The speaker is a kind of non-character here, as in many Dickinson poems. There isn't even an "I" speaking in this one; the poem is in the third person and we're given no clues about who or what is musing about the lightning here. Notably, the speaker doesn't say, "I saw the Lightning, a yellow fork"; she (or he?) chooses instead simply to state that, "The Lightning is a yellow Fork" (line 1).
Why is this notable, you ask? Well, we think the fact that there's no "I" observing and speaking here adds to the strange, kind of creepy feeling of emptiness we get from this poem. The mysterious, mostly concealed "mansions" (line 5) are hauntingly, eerily lacking inhabitants (or at least ones we can see), and similarly, so is the poem.
The fact that we're not exactly besties with this invisible speaker also contributes to the poem's intriguing ambiguity, since there's no "I" to explain to us confused readers what he-she-it believes in. The fact that the speaker's image is vague and mysterious seems to match up with the fact that the picture of a higher power that it suggests is similarly vague and mysterious. Rather than simply come out and declare her faith in a specific kind of spiritual belief, the unseen speaker refuses to (or can't) tell us who she thinks lives up there in those mansions in the sky.