We talked about the difference between "seeming" and "being" in this poem. That distinction is a common theme in a lot of Stevens' poetry, in fact, and he was certainly an advocate of people being real in whatever capacity they're able. Still, this doesn't mean that what Stevens might think of as real is necessarily what we might think is real.
Sounds confusing, but let's consider this idea: reality is based on perspective (how you see the world). Well, imagination is based on similar principles and Stevens was well aware of this. So he wrote a lot about how imagination shapes our perception of reality and that this is what makes poetry exciting and innovative. A lot of his modernist counterparts felt the same way, but Stevens gave it his own spin.
For Stevens, reality was little more than a complex exercise of the imagination. See that ocean over there? Well, it's only an "ocean" insofar as your imagination structures that big wet thing for you in your mind. The supreme influence of our mind on what goes on around us in daily life is, in many ways, the main focus of Stevens' poetry. It's where the lamp of his art "affix[es] its beam."
So, when you come across a poem that's paying attention to how "reality" gets structured, and when that poem gives mad props to the mind in creating that structure, be mindful! (See what we did there?) Chances are that you're dealing with the work of one Mr. Wallace Stevens.