O what can ail thee, knight at arms, Alone and palely loitering? (lines 1-2)
The opening image of the poem is the knight looking "pale" and "ail[ing]" while hanging out "alone." Clearly, this guy doesn't want to be alone. Even that opening syllable, "O" suggests emptiness (it looks like a zero).
And no birds sing. (line 4)
Even the birds have abandoned the knight. Poor guy.
O what can ail thee, knight at arms, So haggard and so woe-begone? (lines 5-6)
As thought the knight needs to be reminded that he's miserable, the opening speaker repeats the same question again in the second stanza, this time commenting on the knight's "haggard" looks.