Thoreau's writing style is dense with metaphor, and filled with sentences that pile on observation after observation, and reflection upon reflection, until, before you know it, you've gotten to the end of the paragraph without crossing nary a period. Not surprisingly, his main source for metaphor is the natural world around him. When he's describing nature, he often personifies or anthropomorphizes what he sees, as if all the animals, birds, plants, and even the pond have distinct personalities.
In addition to poetry, Thoreau's writing style will veer into precise, naturalistic detail, going so far as to give us the genus and species of the animals, birds, and plants he encounters at Walden Pond. The mix of the extended, poetic style and the particular, scientific style helps keep us on our toes.