Sonnet 10 of the Holy Sonnets by John Donne, the figure of speech used in the above lines is personification.
Personification is the figure of which attribute a human quality to an abstract figure. In other words, personification refers to attributing human characteristics to anything non-human.
In the above lines, John Donne personifies Death, asking it not to be arrogant or conceited for being powerful. He tells him that he is not a thing to fear and is a pitiful and weak thing it can not cause death to the poet.