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Even though we meet spirits along the way, we can tell that the speaker is making this trip alone. In fact, loneliness fills "Dream-Land." The word pops up all over the place, and we can tell that there's not much that's friendly in this world. This is all tied up with the sadness of the speaker. He's sad because he's completely alone, because he's lost so much. At least that's part of the explanation, and it definitely helps to create the mood of this poem.
"Dream-Land" is a careful study of the relationship between sadness and isolation, and it ultimately shows us that the two feelings are inseparable.
The absence of any speaking, recognizable characters in the poem, combined with the speed with which we move though this new world, gives the reader a feeling of isolation that matches the speaker's.