What are some of the meanings of heaven and hell and the complexities of defining the relation between them in Sonnet 129?

In Sonnet 129, "heaven" refers to the joy of sexual desire and "hell" to its concomitant pain. The bold idea in the couplet is that heaven is, in this case, the temptation that leads to hell.

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Shakespeare's sonnets present both love and sexual desire as sources of the most extreme emotions. This poem is one of the most powerful examples of lust being depicted as a hell, as the poet heaps up pejorative epithets, saying that the anticipation of lust

Is perjured, murd'rous, bloody, full of...

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Shakespeare's sonnets present both love and sexual desire as sources of the most extreme emotions. This poem is one of the most powerful examples of lust being depicted as a hell, as the poet heaps up pejorative epithets, saying that the anticipation of lust

Is perjured, murd'rous, bloody, full of blame,
Savage, extreme, rude, cruel, not to trust.
The poet talks about the anticipation, the experience, and the memory of desire. All are ambiguous. Lust "before action" is described with the torrent of invective above and is also identified with the madness of pursuit, but it is also "a joy proposed." There is both heaven and hell in the anticipation of lust, as well as in the "action." Afterwards, the "dream" may be shameful but also joyful. The only certainty is that lust is
Had, having, and in quest to have, extreme.
Heaven and hell are explicitly invoked in the final couplet, at which the reader arrives appropriately breathless. Shakespeare remarks,
All this the world well knows; yet none knows well
To shun the heaven that leads men to this hell.
The use of heaven and hell in this context would have been more shocking in an overwhelmingly Christian society. Shakespeare's meaning is clear enough, and the idea he expresses, that we know what trouble our desires will bring but follow them anyway, is a common trope in classical lyric poetry, as when Ovid says that he sees the right way and approves it but does not follow it. However, to describe "heaven" as the very temptation which leads one to hell is theologically unorthodox to say the least, and it adds to the intensity of feeling which makes this one of the most powerful sonnets.
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