"Hope" is the thing with feathers – That perches in the soul – (1-2)
Right from the get-go this poem positions itself halfway between the natural world and humanity. Sure, we have a hope-bird here, but it hangs out inside the soul. The poem combines a natural element (the bird) with human experience. That's pretty true of all life, when you think about it.
And sweetest - in the Gale - is heard - And sore must be the storm (5-6)
It's telling that the poem doesn't discuss things like a flat tire or bankruptcy when it comes to listing hardships. The threats our speaker discusses are all naturally-occurring ones, like storms. We're reminded that our whole environment might pose a threat, so it's a good idea to keep an eye on your hope-bird.
That could abash the little Bird
That kept so many warm - (7-8)
What happened? Is the heater out? More likely, this coldness is a result from exposure—metaphorical or literal—to the natural elements. Hope, again, offers a way to carry on in the face of cold, unforgiving Nature.
I've heard it in the chillest land - And on the strangest Sea (9-10)
Our speaker describes her past suffering in geographical terms. We're not talking about bad breakups here. Instead, these natural markers (land and sea) are more powerful metaphors to communicate the experience of hardship. When life gets hard, it can feel like your whole environment is against you.