The simple beginning seems like a cute nursery rhyme at first because of the sound and word choice, but it's actually pretty creepy. It's a bloated, mis-colored spider—nothing cute about that.
Like a white piece of rigid satin cloth (3)
This is the first (but not last) image of death in the poem. We picture the moth like a starched white funeral cloth over a coffin. Poor moth.
What but design of darkness to appall (13)
Frost's list of questions comes to its final and scary conclusion right here. Whatever brought these three things together in this bizarre scene, it had to be something that enjoys creating these fear-inducing nightmares—in other words: something a little twisted.