The skylark is famous for becoming a symbol in Romanticism of beauty, eternity and understanding, amongst other things. In this famous poem, having tried to capture the bird's song and describe what it is like in vain, Shelley realises the futility of his task because none of the images he devises, such as comparing the bird to a rainbow cloud or a glowworm is sufficient to convey the sheer, ecstatic joy that the speaker feels when he listens to the skylark's song.
It is this joy that the speaker wants to learn or understand, because the skylark's joy is different from the joy felt by humans, whose understanding of joy is marred by the suffering we undergo. Learning how to capture such joy will enable the speaker to incorporate such a feeling into his poetry, radicalising the lives of his audience and benefiting his race. Note the plea in the last stanza of this poem:
Teach me half the gladness
That thy brain must know,
Such harmonious madness
From my lips would flow
The world should listen then--as I am
Shelley thus recognises what is special about the skylark's song and speculates on what uniting this specialness with his poetic talent would achieve. Being aware of the power in nature and incorporating that into our frames is an immensly potent force, Shelley seems to suggest.