Thrush's eggs look little low heavens, (line 3)
Notice how Hopkins uses the word "heaven" in this description. As the poem progresses, we come to see that this connection between heaven and earth (the availability of the heavenly on earth) is very important.
[…] they brush The descending blue; (line 6-7)
The word "brush" calls to mind a paintbrush, and suggests the idea of a creator who made the world, as a painter creates a painting.
[…] the racing lambs (line 8)
Just like the word "heavens," this allusion to something biblical is slipped in here. And were it not for the explicit references to the Garden of Eden and Christ later, we might have just thought the lambs are part of the scene, maybe adding a connotation of innocence. But we see later that the Christian connotations are deeply important: Christ as Lamb of God and Christians as sheep in God's flock.