There are plenty of aspects of this tremendous poem that you could talk about, but you might like to think about the way in which the connection between the speaker and Annabel Lee is described throughout the poem. Above all, this is a poem of a love that even death itself cannot separate, and so a key theme is the nature of their relationship. For example, examine the penultimate stanza and how it presents their link or bond:
But our love it was stronger by far than the love
Of those who were older than we-
Of many far wiser than we-
And neither the angels in heaven above,
Nor the demons down under the sea,
Can ever dissever my soul from the soul
Of the beautiful Annabel Lee.
Note how this stanza consists in a central comparison of the love of the speaker and Annabel Lee with those who are "older" and "wiser." The comparison serves to emphasise the deep connection that they have together and the way in which it defies age and wisdom with its purity and profundity. Likewise, the connection is described as being so strong and eternal that neighter "angels" nor "demons" can "dissever" their souls. The word "dissever" suggests that in some way there is a kind of strong link that not even death can break, indicating the depth of the relationship.
I hope this gives you some idea of how to begin. You can go back now and examine other stanzas to identify other techniques and use of diction to support this idea. Good luck!
Briefly, The sound devices effect: Emphasis the musical qualities of the language. Reinforces the speaker's sense of loss. Hightens the mood of sadness and lamentation.