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It means he's trying to escape from his sadness by reading his books. "Surcease" means something like "end." The "vainly" part shows that his efforts have not succeeded. So, in regular English, it means something like "I had been trying to get rid of my sadness by reading, but it didn't work..."
This is a great line. If I were to just paraphrase, I would say, "I went to great trouble to bury myself in a great story in order to aleviate my pain.
He uses the word "borrow" meaning to take for a short amount of time. The word "surcease" means to stop. The author had hoped a good book could remove some kind of sorrow for at least a little bit of time. When readers learn about the background of Poe and take this poem in context, it may mean that he was struggling with the grief that the death of his lover Lenore might have left him.
This is a quote that I find speaks directly to my heart. I love to lose myself in books and the quote is stating the same thing. The narrator, having found himself in a sorrowful place, begins to read so as to "borrow" another emotion from the text chosen.
Thin about it this way: if you are simply having a bad day and you are really involved in a great book, reading a book allows you to escape from your life for the moment.
The key to understanding this quote is to know what "vainly" and "surcease" mean. To do something vainly means to do it without success: I vainly searched for my quarter that rolled down the street rain drain. If something undergoes surcease, it stops, it ceases. Now let's try that line again:
Without success had I tried to borrow from my books cessation (ceasing) of my sorrow.
The speaker is saying that while in deep sorrow, s/he turned to their books--philosophy, religion, etc--to give them the wisdom, strength, joy, courage, or even distraction that would put a stop to the sorrow: in the end of searching in books, the sorrow was still there.
I must admit I like this line, as it refers to the way in which the speaker of this poem is trying to find solace or at least an escape or a distraction from his woes and irrepressible grief about the lost Lenore in his study. He is trying to lose himself in his work to try and ignore his grief and his feelings of desperate loss and sadness, which, as the poem goes on to describe, only makes his psychologically disturbed state that much more acute.
I think the speaker is rather depressed, which is no big surprise. He tries to distract himself with books, but is not successful. I have done this myself many times, where I try to stop thinking about something by finding a book to distract me. Sometimes it works, but often it does not. I can relate!
There is something grandiose about the word surcease as it rings of Milton, or Shakespeare, or even Yeats. The effort required to terminate sorrow, even as great as it may be, is usually an effort done in vain since there is little that can mitigate the shadows from one's heart.
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