One of the key ideas in "To a Skylark" is the comparison between the poet and his writing and the skylark and its song. Again and again, the speaker imagines the skylark as a kind of natural artist, and thinks of his own work as being like the bird's song. The only problem is, he doesn't think his song is anywhere near as good as the bird's. So basically this is partly a poem about feeling inferior to a bird. Bummer, man.
By combining human art with natural instinct, the poem suggests that making art is a part of what makes us human, just like singing is part of being a bird. You just can't get away from it.
"To a Skylark" conveys the limitations of art, and the impossibility of our songs or poems ever measuring up to the beauty that is all around us. Sad.