Elegy for Jane: My Student, Thrown by a Horse (title)
We know right away, just from reading the title, that this poem is going to deal with death. We also know that the person who has died is fairly young and a student of the speaker.
The fact that Roethke gets pretty specific about Jane in the title (he doesn't just give us her name, he lets us know she was young and that he was her teacher) tells us that he wants us to keep these facts (her age and their relationship) in mind as we read the poem and consider death and mortality.
My sparrow, you are not here, (14)
This line does more than meets the eye. At first glance, it is just a simple statement recognizing the absence of the deceased. But wait, there's more. Remember, metaphorically speaking, that sparrow is Jane. So, the speaker is talking to Jane when he says, "you are not here." With this in mind, the statement actually gives us some more information about our speaker. He must believe (or at least he wants to believe) in some kind of afterlife where Jane still exists and can hear his words.
If only I could nudge you from this sleep, (18)
The speaker is wishing he could wake Jane from death's eternal "sleep." What word jumps out in this line? If you said "sleep," go get some coffee. "Nudge" seems a bit unusual in this context. It brings to mind the image of, perhaps, a mare nudging her newborn foal to stand with her nose just after birth. It's another example of Roethke mingling human and natural realms.
Over this damp grave I speak the words of my love: (20)
Being an elegy, it seems reasonable that we would end up at a grave. But Roethke gets a little more specific: it's a damp grave. Including the word damp gives us a better sense of the setting—perhaps the ground is wet because it is, or has been, raining. The word "damp" also furthers the mingling of the human and natural realms that has been going on throughout the poem. The soil above at the gravesite has been dug up to bury the coffin. Imagine the dark, damp, freshly dug soil contrasting with the green grass of the cemetery plots surrounding it. What else comes to mind when you think about damp, freshly dug soil? Buried treasure? Okay, maybe if you're in the fifth grade. How about a garden?