Summary: The poem comes from Hardy's memory of a these three days in his life. Although nothing is mentioned in the poem about any of this, it is obvious that the poet is quite excited and happy about his trip.
When I set out for Lyonnesse,
A hundred miles away...
Nor did the wisest wizard guess
What would bechance at Lyonnesse
While I should sojourn there.
Background: When reading a Thomas Hardy poem, it is always helpful to find out what is happening in his personal life when the poem was written. Many of Hardy's poems recall some event in his life; often, it specifically refers to his relationships. This poem "When I Set Out for Lyonnesse" refers to an actual occurrence which changed Hardy's life forever.