Your original question actually contained multiple questions, which are forbidden in enotes. I have therefore edited your question to focus on the theme of this curious and fascinating poem. Please remember to not ask multiple questions in the future.
This poem begins with the speaker finding himself in a rather disturbing and frightening environment. It is described as a "great surging space" which is locked in at either end by a door. The speaker himself describes this as a "giddying place, with no firm-fixed floor." A strange figure tells him that it is actually "life." The speaker then asks this masked figure if this place can be made less frightening and imposing, because at the moment, the doors, especially, "numb" the speaker, as they are "Fast-locked, and fill with fear." In response to this query, the masked figure gives the speaker a "bleak smile" and tells the tale of a quill that complained about the words that it had to write because it didn't understand them:
The mask put on a bleak smile then, And said, "O vassal-wight, There once complained a goosequill pen To the scribe of the Infinite Of the words it had to write Because they were past its ken."
The analogy of this tale to my mind indicates the theme of this poem. We can't understand our life and the kind of things it contains. Often we want an easier, less frightening life that does not scare us so much. Yet this tale points towards a higher authority that is in charge of our life. In Hardy's religious frame of reference, we are all merely "goosequill pens" in the hands of "the scribe of the Infinite." We may not understand what is happening in our lives, but we have to trust in someone who is above and beyond us and their control over our lives and what happens to us, no matter how scared and terrified we feel.