with my head by the fireplace of a stone farmhouse that had stood empty since some time before I was born (20-21)
The speaker is considering how the farmhouse relates to his own personal history. Even this building is somehow related to his sense of himself. ("You're so vain, you probably think this farmhouse is about you…")
I would not have travelled so far to lie shivering (22)
The speaker has come from far away to be in this place, and it seems to have cost him his health. Why go through all that trouble? He might have come back to what he considers home to better understand himself.
thinking I knew where I was when I heard them fall (29)
Seems like Merwin could have substituted "where I was" for "who I was." Our speaker does all of this soul-searching during the poem, and by the end he seems to have a better, but still not perfect, sense of who he is. He thinks he knows, but that's a far cry from certainty. That checks out, though. Do we truly, perfectly, 100% know ourselves? Haven't you ever done anything to surprise yourself? Then you'll probably agree with the speaker here.