Where It All Goes Down
For this poem, we find ourselves out in the country. We have orchards, cottages, and horseback riding—you name it. Such a setting is not really surprising for a Wordsworth piece, actually. One of the hallmarks of British Romanticism is a reverence for the natural world. We say a whole bunch more about this theme over in our "Themes" section (appropriately enough), but for now we'll just focus on how the setting works as a backdrop to the speaker's anxiety at the end of the poem.
To start with, the country setting means that folks live some considerable distance apart from one another. It's not like the speaker and Lucy live in the same apartment complex. He has to undertake a journey to go see her. It seems to be one that he's taken before, in fact, given his familiarity with the "paths so dear to me" (12).
All the same, the length of the journey allows the poem to build in a sense of urgency. The horse trots along, stanza by stanza, getting closer to Lucy's cottage. As it does, we're continually reminded of how the moon is sinking lower and lower in the sky. A mix of expectation (at meeting Lucy) and dread (at the disappearing moon) creeps into the poem.
This mix, really, is what the poem is all about. The speaker's final worry shows us that you really can't experience the thrill of loving someone without knowing the fear of losing them. That's a lesson that's delivered thanks in part to the poem's rural setting. The speaker's prolonged voyage by horse to Lucy's cottage provides Wordsworth with the perfect opportunity to build suspense, little by little, mixing a dose of dread in with those ladles of love. The result is some fine country cookin' that reveals an undeniable truth about the nature of love and fear.