Wordsworth was one of two notable early Romantic writers. Along with Samuel Coleridge, he authored Lyrical Ballads (in 1798), perhaps the first significant collection of Romantic poetry of the period. The quote referred to is from this publication's introduction.

Lyrical Ballads...has long been regarded as a major influence on the poetry of the Romantic period in England.

Generally Romantic poetry reflects seven characteristics: melancholy, the supernatural (or the occult), nature, imagination, idealization of women and children, interest in the past and individualism. Romantic writers believed in so much more than a manipulated environment: they rejected things like the Industrial Revolution for the damage it did to the environment and how it exploited women and children, but supported the French and American Revolutions, which reflected inherent beliefs in changing the world to be a better place...intellect guiding actions (in an ideal sense). 

The sense that "feeling gives importance to action" reflects the Romantics support of knowing oneself and being aware of one's motivation in order to act wisely:

More attention...is paid to the quality that is slighted in the folk ballad, a focus on individual characters’ motives, mental states, and so forth.

Wordsworth is more concerned with what motivates one, before addressing the action itself. Wordsworth seems to promote the sense of studying (and understanding) those things that cause the action rather than the action itself. This is seen again in Wordsworth's concentration on...

...the balance of passion and restraint in human conduct. 

Once again one notices Wordsworth's concentration on feelings that lead to actions: to discovering the establishment of a "balance" between emotions (such as "passion" and "restraint") and behaviors related (or caused by) those emotions. Understanding self allows one to make better decisions; self-awareness provides one with the ability to behave wisely. Perhaps it is most important to realize that actions without feelings are suspect, even empty and/or meaningless.

In Wordsworth's "Lines Composed a Few Miles above Tintern Abbey," Wordsworth recognizes feelings that motivate one to do good things: in this case, nature (specifically his response to that element of the world) motivated him to commit "little, nameless, unremembered acts / Of kindness and love."

…feelings too

Of unremembered pleasure; such, perhaps,

As may have had no trivial influence

On that best portion of a good man's life;

His little, nameless, unremembered acts

Of kindness and of love.