I think that the previous post was a very good start. I would also engage in studying poems such as Byron's "When We Two Parted" as well as Shelley's "Ode to the West Wind." Both poems deal with the idea of melancholy as something to be experienced on different levels. Byron discusses it from the amorous point of view, where he feels the pain of love with its melancholic implication. Shelley experiences it from a professional point of view, where the notion of immortality and wondering whether or not he will be able to experience it as an artist helps to create a reality where there is a certain amount of sadness involved. For both, the melancholy present is one where individuals are condemned to experience a sense of estrangement from the whole, and denial of totality. There is something lacking in consciousness, and within this realm of want lies the presence of melancholy.
The following hints may help you:1.Melancholy means sadness or depression of spirits,a deep feeling of sadness that lasts for a long time.2.A melancholy mood descends on a poet when he is fatigued with this 'pestillence-stricken world','proud man's contumely','law's delay' and 'insolence of office'.3.Melancholy poems are a desparate search for mental peace which is shattered by sorrow or personal loss or pain or by death of near or dear ones.4.Melancholy poetry is the recollection of sad feelings in a pensive mood.5.Readers obviously feel the poet's agony that could be equated with ours.Melancholy poems often reveal high -levels of anxiety.6.A sad poet often returns to nature in an attempt to have respite from the ache in his heart which, he believes,could be healed by the gentle and affectionate touch of nature.So Nature-Man relationship is an important theme of melancholy poetry.7.Every modern man is a Hamlet who has been suffering from gloom leading almost to an illness.Melancholy poems reflect and reproduce the sadness man is writhing with.8. Now mention some well known poets and their poems eg. Keats'Ode to a Nightingle-meditation on the beauty of the bird's song and the sadness of the observer who must in the end accept sorrow and mortality. Tennyson's In Memorium-was written in memory of A.H.Hallam,an intimate friend of his who died at Vienna aged 22.It represents the author's regret for his lost friend and expresses the poet's own anxieties about change,evolution,and immortality,a subject that continued to perturb him deeply.It is apoem of despair,but of despair of a religious kind.