Beyond all of the specifics of joy and sadness, we think there's a feeling of pure awe running through "To a Skylark." Shelley's speaker is just so alive to everything around him. He's so fascinated by feelings and images and sounds that he can barely hold it in. We mean, seriously—you might hear a bird singing and think about it for thirty seconds, but can you even imagine an explosion of amazement like we get here?
Awe? Yeah! All of the feelings in this poem, and all of its imagery, are ultimately designed to communicate a feeling of awe at the beauty of the world.
The awe that the speaker feels about the skylark's song is destroyed by his sadness, and the poem returns us to the emptiness and limitation of our lives. Bummer.