of sadness comes o'er me, That my soul cannot resist: (lines 7-8)
These lines really set the mood for a big chunk of this poem. This is what gets everything going, what makes the speaker feel like hearing a poem. The language he uses to describe this "feeling of sadness" is kind of intense. It's almost like hypnotism, or demonic possession, in the way it takes over his soul, almost conquers him. He goes on to tell us that it's not that big a deal, but in this moment it sure sounds like a dramatic emotion.
A feeling of sadness and longing, That is not akin to pain, (lines 9-10)
This is a key distinction. The speaker wants us to focus on his sadness, but he also wants us to see how it's different from pain. It's a subtle difference, but we think that by sadness he means something kind of like "melancholy." That's a sort of thoughtful, slightly sad state of being. It doesn't hurt; it just makes you a little blue. To put it in way less poetic terms, this is the difference between waking up feeling a little down (sadness) and finding out someone just ran over your dog (pain).
And resembles sorrow only As the mist resembles the rain. (lines 11-12)
Now the speaker tells us that sadness and sorrow are different. Clearly, he's trying to describe a sort of mysterious difference, the kind you can feel but maybe not describe so well. Maybe you've felt this way, kind of sad for no reason? Then when someone asks you what's wrong, you can't really tell them. This seems to be the spot that the speaker is in. So what does he do? He tries out an image, a comparison. He tells us that the relationship between his sadness and real sorrow is like the relationship between mist and rain. Does this really make it clearer? Hard to say. On the one hand, you know when it's raining and when it's just misty. On the other hand, the two things aren't that different. So, sadness and sorrow are kind of like cousins – related, but definitely separate too.