The title of the poem "A Lament" suggests that Shelley is sad about something and grieving its loss. It is unclear though what exactly he is grieving about and for.
It is possible that he is grieving the death of a loved one. The first stanza offers support to that thought. The line "When will return the glory of your prime?" could be about a specific person because of the use of the word "your." That would suggest a specific person.
I personally don't think the poem is about a person, though. Shelley is historically one of the quintessential Romantic poets. A basic characteristic of Romantic literature is a heavy emphasis on the beauty and perfection of nature. It expresses a sort of veneration for nature. Romantic authors believed that through nature, a person could achieve enlightenment, peace, etc. Even if a romantic author didn't take it quite that far, it was still believed that nature is good and humans are ruining it (intentionally and unintentionally).
I think that "A Lament" is a poem grieving the harm befalling nature. The opening line focuses on the "world" and "time." "On whose last steps I climb" doesn't sound like a person, but a place. "When will return the glory of your prime?" is likely referencing nature as a person. Since nature is practically holy to a Romantic, Shelley is grieving over the loss of its prime since people are harming it/her/him. The following stanza focuses on a day/night cycle and the changing of the seasons. He says "a joy has taken flight" and that his heart moved with a mixture of grief and delight. Nature and its daily and yearly cycles still bring Shelley delight, but it is mixed with grief because of the harm that has befallen it.