The three stages in his life the narrator sees are childhood, adulthood, and old age. He locates himself in adulthood, saying "I am a man."
Although he divides his life into three stages, he expresses a strong link between the three. That connection is his love of the natural world, communicated in this poem as the sensation of his heart leaping up in joy when he sees a rainbow. A rainbow caused him to feel joyful as a child and it continues to do so in adulthood. This is because he carries the spirit and feelings of his child self inside, stating:
The Child is the Father of the Man.
This line is open to many interpretations but one is that the way our soul is formed in childhood determines the person we become when we grow up.
Finally, feeling the love of nature is so important to the narrator that he would rather die than grow into old age and lose that love.