There are two major themes of nature in the poem. The first is represented by the narrator's gloom in seeing the cold earth and dead vegetation. There seems to be no life at all, and the entire world is gray; this shows how nature is a relentless force, and when the world turns away from the Sun, it brings cold and dark no matter what. From this Realist view, the narrator muses that the world is prepared for its eventual death, since death is inevitable and cannot be avoided. Nature is ruled by time, and time does not stop moving until everything eventually falls apart.
The ancient pulse of germ and birth
Was shrunken hard and dry,
And every spirit upon earth
Seemed fervourless as I.
The second theme is that of life and hope in the face of this cold world. The thrush does not care that night is approaching and that it must fend for itself; it celebrates its own life by singing, either by instinct, or because it truly feels joy.
That I could think there trembled through
His happy good-night air
Some blessed Hope, whereof he knew
And I was unaware.
(Hardy, "The Darkling Thrush," poetryfoundation.org)
This second theme does not contradict the first, but instead expands upon it. Despite the relentless movement of time and the eventual entropy of all things, life exists in its own spatial universe. Life is the exception, not the rule, and so life should celebrate its existence, doubly so because it is so short. If the thrush, a short-lived small prey animal without sentience, can celebrate itself and the world in which it lives, humanity, which is intelligent and capable of great deeds, should be compelled to celebrate itself and its role in nature in the same sense.