Sneakiness
This looks like a weird category, but bear with us. Everything about this poem is sneaky. The title seems simple but blows up into a debate over the nature of the universe. The poem starts with a simple, cute line about a spider and becomes a murder scene. All the images in the poem are white and yet it all adds up to darkness. Frost is messing with us at every turn! That's a very Frost-ian thing to do. His poems often look like old-fashioned, simple poems, especially when compared with the "modern" poets of his day, but upon closer inspection we see that the old man always seems to have a trick up his sleeve. (A great example of this is his famously misread work, "The Road Not Taken". Look closer: is one of those roads really tougher to walk than the other?)
Nature
By this we don't mean just any nature—we mean local, particular nature. Frost wrote the most emblematic descriptions in American literature of New England. His poems are filled with a sharp, particular knowledge of local plants and wildlife. His poems also revolve around a speaker's engagement with a natural setting. (Check out "Birches" for another example.) In this poem, the poet gives very specific descriptions of the spider, flower and moth, and his encounter with this natural scene gives rise to his troubling questions.