Why is the word "Traveller" written with a capital letter in "The Listeners" by Walter de la Mare?

This is a good question. Of course, we can't go back in time and ask de la Mare why he capitalized it, but there are two possible explanations. 

The first reason is that "The Traveller" functions as a proper name. He is the protagonist of the poem and is given no other name, and so within the context of the poem, this is his name, and proper names are normally capitalized in English.

A second reason has to do with genre and intertextuality. The poem is echoing the tradition of early English literature in which characters were named by their characteristics. One finds this sort of naming convention in morality plays such as "Everyman" or Bunyan's Pilgrim's Progress (an early modern allegory that derives from the morality play tradition in certain ways). Thus the capitalization, in evoking the older tradition of characters named by their characteristics, suggests that we should not read this as a narrative about the personal experiences of "The Traveller" but rather as a reflection on the way all people relate to things in their past.