Are you picking up on a general "things in the sky" theme here? Yeah, us too. So much of the imagery in this poem has to do with the sky, and that makes sense, because this is all about a bird. Heck, it's even called a SKYlark, right? Not that all the clouds in this poem are just fluffy little things in the sky. They're full of emotion and color and fire. They're super-intense poetic clouds.
Line 8: This is the first simile in a poem that has a ton of them. The speaker keeps searching for ways of describing the skylark, and the first one he tries out is "cloud of fire." It's kind of a weird start, because, well…what's a cloud of fire? And how is it like a bird? Well, like so many things in this poem, we think this is designed to make you feel with your heart as much as to understand with your head. The image of the cloud of fire can take you on a little emotional trip that jars your reality and might make you feel a little bit of what the speaker is experiencing.
Line 13: The speaker gives us a really clear and beautiful image of a sunset in this stanza. We bet you've seen this moment, where the sun is sinking down but the "clouds are bright'ning" above the horizon.
Line 29: In this line, the speaker uses personification to emphasize the connection between his emotions and the world. We're pretty sure clouds don't have feelings, so, even when there's just one cloud in the sky, it's not "lonely." In this case, though, the speaker ascribes a human emotion to the cloud, which subtly sets the mood for the poem.
Line 33: Lots of images in this poem are deeply philosophically meaningful. This one's just pretty. Who doesn't love clouds and rainbows? We think he could have thrown a unicorn in there too, but you can't have everything you want, right?