The speaker complains that "the world" is too overwhelming for us to appreciate it. We're so concerned about time and money that we use up all our energy. People want to accumulate stuff, so they see nothing in Nature that they can "own." According to the speaker, we've sold our souls.
We should be able to appreciate beautiful events like the moon shining over the ocean and the blowing of strong winds, but it's like we're on a different wavelength from Nature. We're kind of like, "Eh."
The speaker would rather be a pagan who worships an outdated religion so that when he gazes out on the ocean (as he's doing now), he might feel less sad. If he were a pagan, he'd see wild mythological gods like Proteus, who can take many shapes, and Triton, who looks like a mer-man.