Smile, and the world smiles with you. Right? Well, the reverse also seems to be true. The speaker of "To Melancholy" is moping, and it seems that the whole world is moping along with her. There's a fancy-schmancy literary critical term for the sense that the outside world is feeling what you're feeling: it's called the pathetic fallacy. ("Pathetic" meaning "having to do with emotions and pathos," not "Wow, you tripped over your bowling shoe laces? That's pathetic.")
Hands off! Charlotte Smith specifies the time and place that the poem was composed to limit the universality of "To Melancholy." In other words, the poem is her personal ode to melancholy. The specific time and place make it harder for readers to appropriate the poem.
Despite the specific details of time and place in "To Melancholy," the poem describes universal sensations that any reader can identify with. All together now: siiiigh.