In "Ode on a Grecian Urn," the urn was likely a product of Keats' mind, based on images of vases, sculptures and paintings. The scenes depicted are a Dionysian celebration, lovers about to consummate, a pastoral piper and a procession having some religious purpose. The speaker is also unsure if the people are deities or mortals.
In the second stanza, the speaker refers to the piper, noting that melodies "unheard are sweeter" because the piper on the urn is of course immobile, just a picture. The melodies unheard are sweeter because this image endures longer than a transient note and the one looking upon the urn can always imagine the notes being more beautiful in reflection.
Also in the second stanza, "Bold lover, never, never canst thou kiss," refers to the man never able to consummate his love with the woman. In the third stanza, this is more apparent as the lovers are described as "panting." The third stanza mentions some trees or foliage which can never shed their leaves.
The fourth stanza describes the religious procession, some ritual sacrifice.
In the fifth stanza, the speaker mentions how these images cover the urn in an interwoven ("overwrought") style similar to overlapping branches and foliage which refers to the pastoral or forest (Sylvan) scene in which these images are set.