Look at the specific words that are said by each character. Whilst the Raven consistently repeats "Nevermore," the narrator asks the Raven a variety of questions, first amused, then puzzled then finally descending into madness. Given this, you can interpret the poem as being one in which the narrator's descent into madness is such that the Raven is imagined, and comes to represent his own consuming grief at the loss of Lenore.
Consider the setting of the poem. The narrator is a wealthy man, who is able to afford a study, and possesses a bust of Pallas, the goddess of wisdom. The narrator is also reading a book of "Lore," suggesting that he is a scholar of some sort. Thus, the non-reasoning Raven is able to reflect only the questions that this reasoned man gives to it. Thus, a strong motif is the battle between scholarly intelligence and deep emotion, something that characterized the earlier work of the Romantic era of literature.
Think about the selection of a Raven as the antagonist in the poem. Ravens have traditionally been harbingers of evil throughout literary history, even being mentioned in Genesis as a bird of bad luck. A black bird also taps into many strands of Gothic literature, and set the scene as one of bad omens.
Consider the context in which this poem was written. Poe wrote the poem about a man who could not use all of his classical reasoning to defeat a bird which could only repeat a single word. Much of the Gothic and late romantic period of writing was focused on the power of nature, and of human emotions, and a fascination with the neoclassical. Poe's writing lies firmly within this context, and can be interpreted as a seminal work of American Gothic literature.
Look for other recurring themes. The Raven is a seemingly simple poem that has a variety of obvious interpretations. However, each reader can take something different from the poem, meaning that you should not be afraid to make links you have not seen repeated elsewhere.