Every Tear from Every Eye Becomes a Babe in Eternity. This is caught by Females bright And return'd to its own delight.
These might be the toughest lines yet: it's hard to understand them without knowing anything about Blake's greater vision of reality and mythology.
Blake's saying that, whenever you feel real sympathy or sadness and shed a tear, that tear creates something ("Becomes a Babe in Eternity") that, in the spiritual world, will become a reality—the thing you were sad about or felt sympathy for will eventually be made right or fixed: "return'd to its own delight." What we hope for or dream about on planet Earth becomes real in "Eternity."
The weirdest part is the bit about how the "Babe" gets "caught by Females bright" before being made into a reality in the eternal world. The "Females bright" are good, mythological figures—like the Graces from Greek Mythology or a more positive version of the Fates. Their job is to keep reality functioning correctly—to make sure that there's joy on the other side of every pain.