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I think it's ALWAYS a mistake, unless you are dealing with a known "confessional" poet, to assume that a first-person poem is an account of first-person experience.
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Gail, I don't disagree, but I notice that people have great difficulty avoiding this mistake. We see it all the time on poetry boards. (Part of our excuse in that situation is that we all probably know too much about each other and have experience with each other's body of work.) Because it's a likely mistake, it seems like a good idea to help readers avoid it if we can.
In looking again at Donaghy's "Black Ice and Rain," (thanks for that suggestion, Chris) I find I have trouble being absolutely certain that the speaker depicted there is a creation. Part of my trouble is that the early part of the poem, before the story proper begins, is in language that strikes me as too poetic for conversation over hors d'oeuvres, which is what it's supposed to be. It's much more like thought than talk. It's far more interesting as a poem that way, but to my mind it leaves the situation less clear.
I can accept that, maybe, there is no one couple like the couple in the poem, no couple who were friends of the real Donaghy and who had all that kitschy art on their walls. But any first-person narrator's thoughts exist only because the poet has thought them first, so I'm quite sure there's a lot of genuine Donaghy and of his experiences in the poem.
Editing back to add: By now, others have probably found
this page at poets.org with an additional list of examples, some new to me.
Finally resorting to the textbooks on my shelves (duh), I find that the Kennedy/Gioia "Introduction to Poetry" has this definition: "A poem written as a speech made by a character at some decisive moment. The speaker is usually addressing a silent listener as in T.S. Eliot's 'The Love Song of J. Alfred Prufrock' or Robert Browning's 'My Last Duchess.' "