He can look at nature and see both it's simplicity and complexity. The sense of wonder comes from the fact that the simple is complex. Although everything about nature happens organically and freely, there really is a lot going on behind the scenes.
Part of Thoreau's sense of wonder resided in the simultaneous answers and questions that he was able to find in the natural setting. On one hand, there was a definite answer presented in the unifying principles of nature. It was in the natural setting where Thoreau was able to find "the answer" in terms of how human beings should live their lives. The natural world provided answers for Thoreau. In his mind, the answers to existence resided in nature, and in this, there was wonder. Yet, at the same time, there were questions that Thoreau could not fully answer, and this, too, helped to provide a sense of wonder. On one hand, Thoreau could not understand why more human beings were looking to the natural world, as he had done, for answers regarding consciousness. This was something that caused wonder in him. At the same time, Thoreau was fascinated at how universal and, yet, how specific nature was. Human beings were able to find different answers to different questions in the one setting of the natural world. This caused a sense of wonder and amazement in Thoreau.