A lost memory is pretty much gone for good. It's dead, and cannot really be recovered. The lines suggest that the speaker is already dead, and they foreshadow his death wish later in the poem.
And yet I am, and live—like vapours tost (6)
Is he alive or dead? The speaker says he "is" and lives, but then immediately compares himself to "vapours." There's nothing really alive about vapor; it's thin, wispy, and practically invisible—like a ghost.
Where there is neither sense of life or joys, But the vast shipwreck of my life's esteems; (9-10)
No "sense of life"? That sounds like death. A "vast shipwreck"? There's usually some death in a shipwreck. The speaker is surrounded by death, but death that wreaks havoc (a shipwreck is, well, a wreck!).
Even the dearest, that I love the best Are strange—nay, rather stranger than the rest (11-12)
The speaker's closest pals are "strange." Actually, they are "stranger" than everything else. They aren't the same anymore, and so they're kind of dead, just like everything else in this poem.
I long for scenes, where man has never trod A place where woman never smiled or wept There to abide with my Creator, God; (13-14)
The speaker has a death wish. We get that. But notice how he tapdances around the whole issue. He never actually says he wants to die, only that he longs for "scenes, where man has never trod." Death is just another "scene," another act in the drama of life.
There to abide with my Creator, God (15)
Death isn't even death. Wait, what? The speaker uses the word "abide," which means to be with or live with. Death is just another way to live—here, with God. Sweet.
And sleep as I in childhood sweetly slept, Untroubling, and untroubled where I lie, The grass below—above the vaulted sky. (16-18)
Death is compared to a sleep in these lines. This makes death seem pleasant, peaceful, and relaxing. The speaker's life is composed of "scorn and noise," so this might actually be a good thing.