Coleridge didn't become a heavy hitter in the poetry game by not having a full range of skills in his game. You'd best believe that he's going to put those to work in this poem, catching his reader's ear in an effort to punctuate his phrases and lines with sonic flourishes.
Specifically, he gets a lot of mileage out of alliteration in this poem. In fact, he starts off with a textbook example of it in line 1:
WELL! If the Bard was weather-wise, who made
Right off the bat, all the beginning W sounds in this line tug at our ears and get us to perk up and pay attention to the lines that follow. And, if we do listen up, we hear lots more alliteration coming our way. Just check out the M words in line 20:
Might startle this dull pain, and make it move and live
Then feast on the F words in line 81—"fruits, and foliage"—and salute the S words in line 137—"simple spirit." Alliteration is not reserved for any one section or idea in this poem. It's offered early, late, and throughout in order to add a subtle, extra emphasis to the speaker's observations.
In the same way, we also find examples of assonance , like in line 26:
To other thoughts by yonder throstle woo'd,
The short O sound in "thoughts," "yonder," and "throstle" echo through this line, which seems appropriate to the speaker's description of a song thrush's effect on him.
Finally, Coleridge employs a technique called anaphora, the repetition of the beginning parts of lines:
This light, this glory, this fair luminous mist,
This beautiful and beauty-making power. (62-63)
The "This [noun]" construction ties these lines tightly together, but also adds a sense of urgency with all the repetition. We get the same effect toward the end of the poem:
And now moans low in bitter grief and fear,
And now screams loud, and hopes to make her mother hear. (124-125)
The "And now" repetition is another sonic echo that lets the reader know that this is not just idle speculation. Our speaker is invested in all this reflection. It matters to him, and he urgently wants it to matter to us as well.
Not surprisingly, then, we see a whole range of sound techniques on display in "Dejection: an Ode." Say what you want about Coleridge, but the guy knew his way around a poem. Sure, he was a troubled genius, but he was a genius nonetheless.