The traveler feels very frustrated, as we can well imagine. He knocks at the door twice, yet still no one answers. All he can do is stand there outside the house "perplexed and still" as he waits for a response that never comes. In his own stillness, the traveler feels within his heart the stillness of the spirits inside the house, listening at the door, stirred and shaken by the insistent knocking.
Finally, the traveler gives up. He raps against the door one more time, shouting,
Tell them I came, and no one answered, That I kept my word.
The traveler mounts upon his horse and takes off into the dark, moonlit forest, every bit as frustrated as when he arrived. His knocking at the door was a metaphor for the insistence we often display in trying to understand the profound mysteries of existence. Yet no matter how hard we try to grasp the unfathomable; no matter how we knock at the door, so to speak, it is not for us to solve these mysteries. And so unless we accept the mysteries of this world for what they are, we too, like the traveler, will remain frustrated.