The Divine Comedy opens with Dante lost in a dark wood in a fearful valley. Finally he sees a hill on which the sun is shining, and his heart fills with hope. But as he starts his climb, he is confronted by three beasts.
First comes a leopard, that, while not really frightening him, does block his path. Then comes a ferocious, ravenous lion followed by a she-wolf. Dante is terrified and is losing all hope of climbing the hill when a man appears. It is Virgil, the Roman epic poet. He has been sent by Beatrice (the woman Dante loved and who inspired him to write) to lead him on a journey of discovery through Hell, Purgatory and Paradise.
To explain the allegory: Dante, busied about the affairs of the world, has wandered from the path of righteousness. He tries to find the path back but is diverted by worldly pleasure (the leopard), worldly ambition (the lion), and by avarice (the she-wolf). Virgil, who represents reason, has come to lead Dante to Beatrice, who represents Divine revelation and the state of grace.
Notice the Christ-like pose and appearance (diaphanous robes, flowing locks) of Virgil, and the exaggerated ‘terror pose’ of the fleeing Dante. Notice also that the three beasts hardly look terrifying at all. Blake, in fact, seemed to have difficulties depicting wild animals. (Compare, for example, the tiger in Songs of Experience).