The speaker of "Romance Sonambulo" is a lusty fellow. By this, we mean that he has passion for a great many things: the color green, the gypsy girl, the gypsy girl's possessions, green balconies, the list goes on. We don't mean that he feels specifically a sexual lust for all of these things, but rather a more general desire that's pretty intense. He's driven by this passion throughout the poem, which can be read really as a prolonged study of how it feels to be desire something that's just beyond reach. Still, we think this kind of lust gives the speaker's life meaning and direction, much like it does for our good pal Iggy Pop.
The speaker's desire is what motivates his actions in the poem. All that desire is really what keeps him going on the long climb up to those high balconies.
The poem shows us that it's the human experience of desire, not whether that desire is fulfilled, that truly matters in life. To put it in motivational poster terms: "it's the journey that counts, not the destination" (insert awesome photo of a sailboat here).