We imagine it's a dark evening, perhaps around 5:00pm, near the winter solstice (late December). Although our speaker doesn't tell us why he's out, we picture our speaker has been traveling across the countryside to pay a family visit or a business visit in a town ten or fifteen miles away from his own. Perhaps he's stayed longer than he would have liked, and now he's caught in the dying light of evening. Our speaker doesn't have any flashlights, floodlights, or torches with him, and so the only light around is from the dipping sun and the brilliant white of snow.
He travels across a little road used by villagers that is quickly disappearing, and he arrives upon a clearing that is bordered on one side by a glassy dark lake and on the other side by deep, dark woods. The darkness contrasted with the white of the snow is startling, even in the dying light. The scene is beautiful but lonely. There are no houses nearby that he can see. His small hometown (a village) is still miles and miles away, and he can't hear a single thing other than the snow, the wind, and occasionally his horse's bells. He is completely alone.