She rose like an autumnal Night, that springs Out of the East, and follows wild and drear The golden Day, which, on eternal wings, Even as a ghost abandoning a bier, Had left the Earth a corpse. Sorrow and fear So struck, so rous'd, so rapt Urania; So sadden'd round her like an atmosphere Of stormy mist; so swept her on her way Even to the mournful place where Adonais lay.
Splendour, who was rudely awoken in the last stanza, wanders around looking for Adonais-Keats. She follows the Day, also personified, who moves around the earth on "eternal wings." Shelley describes the day this way because it never fails to return in the morning; it is eternal.
Then, suddenly we switch characters; Splendour turns into Urania. Or has she been Urania this whole time?
It's not completely clear, but what is clear is that she's searching for the final resting place of her son. Her sorrow and fear are so immense that the speaker describes "an atmosphere" around it. But what's she afraid of?
It might be fear of losing her son. Perhaps Shelley is saying that we should fear this type of loss, because it's not every day that the world has someone so special to lose.