The setting of the poem is autumn, winter, and maybe spring. The poem alternates between isolated wilderness and civilized, small-town Connecticut. Think New England with the quaintness dial turned up to "max." The sections in society have a sinister, dissatisfied atmosphere, while those in the wilderness have an austere, quiet beauty.
In terms of time, the poem darts back and forth, beginning in what seems to be winter, reversing to autumn, darting forward to spring, and finally settling back in winter. The confusion of time in the final section – "It was evening all afternoon" – is pretty indicative of the poem as a whole. Phrases like "the river is moving" and "flying in a green light" are our only indication of the warmer seasons in an otherwise cold poem.
If the poem were a painting, it would be black and white with only splashes of other colors. Each of the sections amounts to a small snapshot of the blackbird, and there are no grand or dramatic actions. Instead, the poem focuses on small images, like the blackbird whistling, flying in the wind, or even just moving its eye. Even the parts of the poem with people in them focus on small things: the feet of women, the shadow of a carriage, etc. It's as if we are seeing the world on a smaller, more limited scale, as the blackbird might see it.