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The speaker of the poem is chilling on the banks of the Arun River in England. And we do mean "chilling"—it's cold and misty. She's feeling melancholy and sad, but is almost enjoying it. She describes the grey mist and the dead leaves on the trees as though they somehow agree with her mood. She's really getting a kick out of being miserable. She says that feeling melancholy gets her creative juices flowing as a poet.