The Sibyl of Cumae
 - an aged prophetess who is to be Aeneas' guide to the Underworld
Dis
 was the Roman equivalent of Hades or Pluto, the god of the Underworld, brother of Jupiter and Neptune and married to Proserpina. Virgil calls the Underworld here Avernus - a mysterious lake (formed from a volcanic crater flooded by the sea), which was supposed to mark one of the entrances to the underworld.
Four heroes
 had actually made the trip before - Hercules in pursuit of the three-headed dog Cerberus, Orpheus in pursuit of his beloved Eurydice and Theseus and Pirithous, who had tried to rescue Proserpina.
Cocytus
  - the river of Wailing, was one of the rivers of the Underworld.
The river Styx
  marked the boundary between the world of the living and the world of the dead. Those without proper burial were not allowed across in the leaky boat propelled by Charon the ferryman.
Tartarus
  was the deepest part of the Underworld - a pit where the arch-criminals paid for their crimes (like Sisyphus, Ixion ..)
The Golden Bough
  - looked like mistletoe, but presumably wasn't. This is the only reference to the Golden Bough in ancient literature, and thus little more can be said! It come away easily if you are intended by the gods to have it - and it is recognised by Charon later on. It has to be handed to Proserpina.
Proserpina
  - bride of Dis and thus Queen of the Underworld. She is the same as Greek Persephone, daughter of Demeter, who was carried of by Dis while picking flowers with her friends in a meadow near Enna in Sicily
Misenus
  - Misenus was a Trojan trumpeter - originally with Hector. He followed Aeneas, but came to grief in Italy when he challenged Triton to a blowing contest. He gave his name to a town on the Bay of Naples, Misenum, where Augustus stationed his fleet (hence the mention here?)
Aeneas' mother
  was the goddess Venus. She intervenes in the story whenever she feels her son needs special help - as here, to find the golden bough.

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