"Leda and the Swan" is a difficult poem on a difficult topic. First of all, to read it productively, you should familiarize yourself with the ancient Greek myth it is inspired by and what events it precipitated.
Yeats chose to write in one of the most codified forms of English poetry, which became heavily associated with Romanticism: the Petrarchan sonnet. Yet, far from respecting it to the letter, he takes a lot of liberties. The rhyme pattern should be ABBA ABBA CDDECE (although the sestet is traditionally more flexible), yet here it is ABAB CDCD EFGEFG; and even then, the pattern is successful only when slant rhymes are taken into account, like "push"/"rush" and "up"/"drop."
Usually, the structure of a Petrarchan sonnet supports a logical progression: the first quartet sets up a conflict or problem, the second one explores it in more detail, and the sestet brings up what we call the volta, a logical pivot or shift. To what extent is this true of this poem? What conclusions can you draw from the way it adheres to or strays from the traditional progression?
Rhythm is also problematic in the poem. The general meter is the most common one in English poetry, the iambic pentameter. Yet there are a lot of very significant disruptions in the rhythm. Try to spot them, and to account for the effect they produce.
All these tensions boil down to the central problem of the poem—to describe such a violent, horrific act in apparently sensuous terms. Yet by going beyond imagery in your analysis, by examining structure and rhythm, you can see how violent and tense the poem actually is.