We start off with a confession: our speaker's known some strange fits of passion in his life. That sounds…pretty mysterious. He's prepared to say more about these fits, but he'll only talk to a lover (as in, someone who is, or has been, in love).
Lucky for us, the speaker assumes that we fit the bill, because he goes right on talking. He tells us the story of going to visit his beloved one night. He makes the visit, apparently, on horseback. As he rides closer to the cottage of his beloved—whose name we learn is Lucy—the moon gets lower and lower in the sky.
The speaker feels like he's traveling in a dream (ah, love), but then the moon drops out of sight behind the roof of Lucy's cottage. Apparently, this has quite an effect on our guy. Just as he's about to get to the front door, he wonders if Lucy might be dead—how romantic.