You have certainly picked a poem with a wealth of examples of figurative language! Remember, when studying this poem it is important to note that this is one of a sequence of elegaic poems written by Thomas Hardy mourning the death of his wife, Emma, looking back on his life. Some critics argue that this is perhaps his bleakest poem in this cycle. You can judge for yourself.
The metaphor I will focus on comes in the last stanza, where it describes the wind as "oozing thin". Of course, wind doesn't literally ooze, what this metaphor does is compares wind to a thick substance like mud that expresses the kind of pressure the speaker of the poem needs to "falter forward" against the pressure of the wind. This impacts us because it helps us imagine the speaker, left by himself, pushing himself forward against the pressure of the wind, haunted by the "voice" of his wife.
Of course, Hardy doesn't just employ metaphors - you will want to examine the use of alliteration and onomatopoeia as well in this excellent poem. Enjoy and good luck!
The "thorn" in the second to last line, is a metaphor for Hardy's state of mind at the time. As he comes to the realisation that no it was not the "voice" of his wife, the "thorn" captures the uncomfortable, painful loss and even guilt he feels. Perhaps even a biblical allusion? Guess it depends how you look at it. Good Luck.