Mary Oliver's poem is a paean of praise to a robin redbreast, the little bird with the remarkable capacity to fire up the cold wintry landscape as nothing else can.
As the speaker tells us, she is a “God-fearing feeder of birds” and loves nothing better than to give the little creatures something to eat when winter hits and food is in short supply. She may love sparrows, “those dun-colored darlings, / So hungry and so many,” but there's nothing quite like the appearance of a robin redbreast to bring life, warmth, and happiness to a cold, bleak winter's day.
The robin's appearance is especially welcome to the speaker as it would seem to be the case that she suffers from depression. This is what she means when she says that her heart narrows as often as it opens. In other words, she's sad as often as she's happy.
Whatever the causes of the speaker's depression, there's no doubt that her condition isn't helped by the length of winter with its black-blue sky. There's also no doubt that the welcome appearance of the robin redbreast each winter brings a little happiness to her life, albeit relatively brief. And for this, the speaker is truly grateful.