I felt a Funeral, in my Brain
At the beginning of the poem, the speaker must be thinking, "Not again! Get out of there!" She makes a gesture like someone trying to knock the water out of her ear after swimming, but it's not use. Like it or no, those little people who live in her head are going to have their funeral.
Depending on your level of sympathy with her, you could see the speaker as morbid and obsessed with death, or as just someone going through a traumatic experience against her will. Maybe she just has a terrible headache. Her senses are extremely fine-tuned. If she lived in the apartment below you, she'd be able to hear everything you did. In fact, she might actually be a wood floor. When she says "those same Boots of lead, again," we get the sense that she has been through something like this before. She can't really decide whether she wants to be around people or not. She's not pleased with all the mourners walking on her at the beginning of the poem, but in the fourth stanza she associates solitude with being "wrecked." She gets stuck with this guy Silence.
On the other hand, all these people exist in her mind, so she is partly responsible for their existence. Her mind, brain, soul, or whatever you want to call it, contains an entire universe and whole "Worlds." We think it's cool that she has so much going on in that noggin of hers, but she's probably wishing she had a few less "Worlds" when she keeps colliding with them as she falls.
Finally, we don't get the impression that the speaker is especially religious, but she knows a lot about religious ritual. She seems haunted by Christian symbols.