Sonnet 31 addresses the moon in a type of personification called pathetic fallacy. Personification through pathetic fallacy is used only for nature (strict personification is used for nature, objects, like balls and bats, and abstractions, like Love and Death). The sonneteer describes the thus personified moon as being slow, silent and pale, weary and melancholy. He recognizes in the moon the same afflictions as those that exist in himself; he feels the moon and he are kindred spirits. The sonneteer rhetorically asks (rhetorical question: no answer expected) if Cupid--the god of love, "That busy archer"--is active with his painful arrows of love in the realm of heavenly spheres, such as the seat of the moon. He answers his own question about the presence and activity of Cupid in heaven by saying that surely Cupid must attack with "sharp arrows" in heavenly spheres just as on earthly spheres because he sees in the moon's looks the same feelings he has in his own condition of painful, unhappy love: "thy languish'd grace / To me, that feel the like, thy state descries."

Sure, if that long-with-love-acquainted eyes
Can judge of love, thou feel'st a lover's case:
I read it in thy looks; thy languish'd grace
To me, that feel the like, thy state descries.

The sonneteer then confidentially asks whether or not true, constant love is thought to be "want of wit," is thought to be mere stupidity on the part who loves truly and faithfully. Since he feels such a bond of unhappy love with the personified moon, he dares to ask in what opinion the unhappy lover is held since it appears to him that, on the earthly sphere, love that is constant and true is thought of with scorn and derision: "Is constant love deem'd there but want of wit?" He then asks the moon about the qualities of women who love; of women who are loved; of women who reject love. In asking these questions, he indirectly asserts that, in the earthly sphere, women who are loved as beauties are proud; women who are beauties and are the object of a man's love scorn, deride, ridicule, make a joke of the men who love them; women who reject love in the name of keeping their "'virtue'" unsullied are in fact not virtuous but merely vainly ungrateful:

Are beauties there as proud as here they be?
Do they above love to be loved, and yet
Those lovers scorn whom that love doth possess?
Do they call "virtue" there--ungratefulness?

Therefore, the simplest explanation of Sidney's Sonnet 31 is that it is a love complaint addressed to the moon through a personifying pathetic fallacy in which the sonneteer laments unreqited love--love that is not returned and therefore not rewarded--and in which he expresses his opinions about the woman who scorned and rejected his love and about the virtuelessness of this loveless woman.

It must be noted that in thinking about the one woman who has broken his heart, the sonneteer generalizes her qualities and makes them universal qualities of women at large. This may be to hide the true nature of his heartache from the intently listening moon--who is addressed in an apostrophe, "O Moon"--or to make a universalized statement about Sidney's observations of women. If the later is the case and Sidney was making a universalized statement about beautiful women, he might be said to have gone a bit too far in his universalization and generalization about heartlessness and virtuelessness of beautiful women.

Sidney's sonnet is structured as an octet of eight lines abbaabba with triple couplets (bb, aa, bb) followed by a sestet of six lines cdcdee ending with a couplet (ee): the overall rhyme scheme is abbaabba cdcdee. The paradox in the last line resolves the problem presented in the setet by defining the good quality of virtue in terms of the bad quality of ungratefulness. Thus the paradoxical solution to the problem of defining the qualities of women who are loved is to expose--through questions posed to the moon--their good virtue as bad "ungratefulness."

In Sonnet 39 the sonneteer describes sleep's qualities as being the place of "peace" "wit" "balm" "wealth" and "release." The sonneteer addresses personified Sleep in the apostrophe "Sleep, O Sleep!" An apostrophe address something or someone who is not there, very often something that is personified, like "Sleep" and "Moon."

In the octet (first eight lines) the sonneteer begs sleep, the "indifferent judge" who visits the "high and Low" equally with sleep and oblivion, to shield him from "civil war" between virtue and vice, good and evil. In a biblical allusion to Ephesians 6:16, "Withstand the devil’s darts with the shield of faith," the sonneteer compares the shield of sleep to the shield of faith that protects from "fierce darts of despair."

With shield of proof shield me from out the prease [prease: onslaught, press]
of those fierce darts despair at me doth throw:

The sonneteer promises to Sleep ample payment, ample "tribute," for the service of shielding him from despair by granting the oblivion of sleep's forgetfulness; the tribute will be given in token of gratitude for providing the shield of safety from the fierce darts of despair. The sestet (last six lines) provides details of what the "tribute" is to be.

The tribute promised to Sleep comprises articles that are pleasing to Sleep as "being thine by right." The sonneteer promises pillows, a bed, a quiet room darkened to light, a garland woven of roses and a head, the sonneteer's own head, wearied by both despair and sleeplessness. he calls upon Sleep's "heavy grace," or mercy, to be moved on his behalf (in other words, to grant him the repose of sleep) or share in his own wretched fate.  

Take thou of me smooth pillows, sweetest bed,
A chamber deaf to noise and blind to light,
A rosy garland, and a weary head:
And if these things, as being thine by right,
Move not thy heavy grace,...

In despair, the sonneteer says that if Sleep isn't moved by his praise, pleas, and tribute, then Sleep will share the wretched fate--a fate causing the sonneteer his deep despair--of witnessing the lively scene of Stella's image dancing, as it were, in the sonneteer's mind's eye, and Stella's image, emblazoned in his mind in a vision "Livelier than elsewhere," is anethema--the opposite, the poison--to sleep, since sleep is balm, peace, wealth, release and safety from inner wars of despair.

And if these things, as being thine by right,
Move not thy heavy grace, thou shalt in me,
Livelier than elsewhere, Stella's image see.

This sonnet by Sidney is structured as an octet followed by as sestet. The octet has an abababab rhyme scheme, while the sestet has a cdcdee rhyme scheme: abababab cdcdee. It is interesting to note that while the sestet (ending six lines) rhyme scheme in another popular Sidney sonnet, Sonnet 31, is the same cdcdee scheme, the octet has a different rhyme scheme, which is abbaabba dramatized with three couplets ((bb, aa, bb), while Sonnet 39 has only one couplet at the end of the sestet (ee).

Sonnet 31 uses a poetic conceit to reflect on love. The narrator asks the moon if it is sad, and says that it must be. He then goes on to discuss love in both realms (heavenly and earthly), communicating bitterness and disappointment and suggesting a lack of recognition and appreciation on the part of the beloved.

Sonnet 39 addresses sleep directly, asking it to come and give the speaker peace. It goes on for some time about the pains he's suffering, and how sleep would be a relief, and closes by giving the reason: he (one assumes) is longing for Stella, so much so that he's sure he'll be dreaming of her.