You could read the beginning in at least two ways. Either the speaker views nature itself as a prison because he has a distorted perspective at the moment, or he views only that nature which has been controlled and domesticated by humans as confining.
They, meanwhile, Friends, whom I never more may meet again, On springy heath, along the hilltop edge, Wander in gladness, and wind down, perchance, To that still roaring dell, of which I told; The roaring dell, o'erwooded, narrow, deep, (5-10)
It's as if he thought nature would swallow up his friends and suck them into a black hole – why else would he worry about not seeing them again? Nor do we think it's a coincidence that he imagines them traveling down into a dark ravine here.
Ah! slowly sink Behind the western ridge, thou glorious Sun! Shine in the slant beams of the sinking orb, Ye purple heath-flowers! richlier burn, ye clouds! Live in the yellow light, ye distant groves! And kindle, thou blue Ocean!(33-38)
In the speaker's first attempt at union with nature, he takes kind of a bossy tone, ordering the flowers to do this and the clouds to do that. Actually, he's using an ancient rhetorical device known as apostrophe, in which the speaker demands that nature do everything it is already doing – only better. You'll find this device in a lot of Romantic lyrics.
No plot so narrow, be but Nature there No waste so vacant, but may well employ Each faculty of sense, and keep the heart Awake to Love and Beauty! (63-66)
A modern-day microbiologist would be proud of Coleridge's thoughts here. We have an easy time appreciating natural beauty when it takes grand and dramatic forms: blazing sunsets, towering mountains, crashing waves; but less so when it comes to the details: the structure of plants, the color of light passing through leaves, the composition of soil. It all depends on perspective.
and had a charm For thee, my gentle-hearted Charles, to whom No sound is dissonant which tells of Life. (76-78)
The bird carries a little good luck charm that it sprinkles on Charles's gentle little head. Or at least so the speaker imagines. The bird's linear travel becomes a pretext for drawing a symbolic line between the speaker and his friend. The poem ends on the simple but universal message that nature connects all things.