Well, they are gone, and here must I remain, This lime-tree bower my prison!
The speaker takes stock of his situation. His friends have left, and he has to stick around in the garden with the lime trees.
A "bower" is like a synonym for a cozy garden that surrounds you like a shelter. The early English Renaissance poet Edmund Spenser wrote a famous section of his epic The Faerie Queene about a place called "The Bower of Bliss" that resembled the Garden of Eden.
Coleridge reverses the expectation that his garden might be like a paradise or Eden. Instead, he calls it a "prison" because it keeps him apart from his friends.
This is what you'd call massive over-exaggeration. The speaker is feeling sorry for himself. He acts resigned: "Well, here I am. Everybody left me. Noooobody to talk to. Yup. Pretty lonely here."
I have lost Beauties and feelings, such as would have been Most sweet to my remembrance even when age Had dimm'd mine eyes to blindness!
Man, you'd think the guy had been robbed or something. He describes having "lost" beautiful sights and feelings that would have made for great memories.
In his pessimism, the speaker imagines that he will go blind when he is old, and he laments that he won't have the memory of the evening walk with his friends to give him comfort. Interestingly, William Wordsworth's poem "Lines Composed a Few Miles Above Tintern Abbey" describes exactly this use for memory – as a kind of "store" of spiritual happiness.
They, meanwhile, Friends, whom I never more may meet again, On springy heath, along the hill-top edge, Wander in gladness, and wind down, perchance, To that still roaring dell, of which I told;
As if blindness weren't depressing enough, he imagines that he'll never see his friends again, presumably because they could die.
Seriously, folks, let's put this in perspective. His friends have gone on a nature walk for several hours; they aren't climbing Everest in hundred mile-an-hour winds. The chances of their dying are about as high as the chance that the lime tree suddenly topples over and crushes the speaker. He's in a very morbid mood.
He imagines his friends walking on a "heath," a landscape filled with low shrubs that feels "springy" as so many small plants are growing on the ground. He also sees them walking on a hill and wandering around happily and – No! Noooooo! – now they're going down his favorite valley, the one he told them about. Shucks! He had been looking forward to showing them the valley himself.
A "dell" is a secluded valley, and this one is "roaring" because it contains a rushing stream or waterfall.