The descriptions of the pale figures in Stanza 10 of this poem are images that help explain what the knight saw when the lady of the title brought him to her dwelling. The poem hints that she is of the "faery folk" because she is "a faery's child" and lives in an "elfin grot" or a grotto of the elves. The belief in faery races such as elves, faeries and gnomes is very strong in the British Isles, and many English, Irish and British poets feature these themes in their work (including, most famously, William Butler Yeats and Christina Rosetti). The pale figures are a harbinger of death and of the fate that awaits the knight who narrates the poem if he meets up with the lady again:
I saw pale kings and princes too,
Pale warriors, death-pale were they all;
They cried—“La Belle Dame sans Merci
Thee hath in thrall!”
They are warning the knight that the lady has seduced him, and his fate may be the same as theirs if he does not escape. The fact that strong and brave men (kings and warriors, etc.) have been led there to die means the lady's powers of seduction are great, and that once trapped in the faery realm it seems impossible to escape. They are described as having "starved lips" wide open with "horrid warning" and this seems to suggest a sort of wasting illness. The "starved" description is interesting as faery lore commonly says that eating the food or drink of faery realms makes the consumer lose track of time, sometimes for many years. Does "death-pale" mean they're dead? Possibly; the realm of faery is also said to be a stand-in for the underworld or a realm that exists between the living and the dead.
The prince's next memory is of waking on the hillside alone. It is not clear if the lady allowed him to return to his life outside the faery realm, or if she will be back for him again. Oddly, the knight does not heed the pale figures' warning, for he continues to haunt the mead in search of her.
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