In Sonnet 17, the speaker talks about the loss of his loved one (perhaps his/Donne's wife). He says she has "paid her last debt to Nature" and this means she has died. Evidently, she has died young because he adds that her soul has gone "early into heaven." This surely makes the loss more difficult. This loss has made the speaker think more of mortality, immortality, and heavenly/spiritual things. Even when she was alive, he thought of spiritual matters. He says that in admiring her, he was influenced to think of God. In other words, the goodness he felt with her made him consider the larger goodness of God.
As spiritually centered as he seems to be, he still feels loss. He questions why he would beg for more love even though God's love is offered to him freely. In other words, is this divine love of God going to assuage his loss? He considers the notion that God is slightly (tender) jealous for his (and humanity's) love. The speaker is trying to figure out how he can put his love for God in some grand perspective. He loved and still loves his wife and thus feels some loss. Shifting that love for his wife to divine things, he considers what those things could or should be: his wife's soul, angels, saints, and God himself. With this loss of his loved one, the speaker prays but is confused. Can he share his love for his now angelic wife, other divine things, and God? He feels like he should be able to share his love in this way because even though God's divine love is there for him, he still feels some void. He still has a "holy thirsty dropsy." He still has a need (thirst) for something like love or desire.