If you've read some other Poe poetry, like "The Raven" or "Annabel Lee," the speaker of "Ulalume" probably seems familiar: he's another guy who is miserable since the woman he loves is dead. (Maybe these guys should start a support group.)
That's right, our speaker is miserable. He's wandering around in a fog, unsure of what day it is. He's so depressed that he's been blocking out his painful memories of the past. Though he's been to this lake and forest in the past, he's suppressing the memory. It's like he has temporary amnesia.
With a lot of Poe's speakers (yep, we're talking about the speakers of "The Raven" and "Annabel Lee" too), we ask ourselves an important question: Uh, is this guy sane? Has his depression driven him crazy? It's a good question to ask about the speaker of "Ulalume" too. But we don't have a clear answer. (Poe is tricky like that.) We bet you could argue either way. Try digging around the poem for clues, and see where your detective skills lead you.