Behind every poem there's a sort of claim: "read me, listen to me, I have interesting things to tell you and show you." Of course most poems don't directly acknowledge it, but many try to engage us with jokes or catch our eye with a funky spacing or structure. They try and snag our curiosity with the first line. The difference with Mary Oliver is that she is pretty direct about it. She welcomes us to the poem. She talks to us, she asks us to listen when she wants to really emphasize a line.
And the most common thing she tries to tell us is to pay attention—and not just to her, either. She wants us to pay attention to the world around us, an act that she herself lives up to if her poems are any measure.