"Stopping by Woods on a Snowy Evening" is a lonely poem, for our speaker finds himself far away from any other human being. He kind of digs this aloneness, however, and is glad that no one is there to watch him. We get the feeling that he'd rather be all by his lonesome in the freezing cold than back in the village. Nature helps make things even lonelier, too, for it happens to be freezing cold, snowing, and dark out there.
The speaker wants to be alone.
The speaker's loneliness consumes him.