In the first stanza, the speaker hears the skylark singing. In the second stanza, the skylark flies "Higher still and higher" singing as it flies higher into the sky. The bird continues its ascent in the third stanza. In the fourth stanza, the skylark is so high that it disappears; the purple 'even' (even - evening) sky melts around the skylark. Now, having gone so high, the skylark is like a star during the day; it is there but you can not see it.
Like a star of Heaven
In the broad day-light
Thou art unseen,--but yet I hear thy shrill delight,
Although the skylark, being so high, is now invisible, the speaker can still hear its song. In the following stanzas, the speaker describes this effect of hearing but not seeing the wonderful song. Then in stanzas 8-11, the speaker uses similes to describe the effect: "Like a Poet," "Like a high-born maiden," Like a glow-worm golden," and "Like a rose embowered." In each simile, one sense is obscured while another is heightened. The rose is embowered (surrounded and therefore out of sight) but the wind carries its scent. Likewise, the skylark is invisible but the speaker can hear its song. This gives the speaker a spiritual sense about the skylark in that it is invisible, like a ghost, but its song is still heard.