The speaker is discussing all of the bad things that have happened to him in his life, and how thinking about his love makes him feel like life is not so bad.
Some of the specific things he mentions are: when others look upon me disgracefully, when I am alone, when I cry to heaven and feel unanswered, when I am envious of others, when I feel no pleasure from things I once enjoyed, when I despise myself
The turn takes place in line 9, when the speaker transitions into happier thoughts from previous thoughts of self hatred and depression.
"Yet in these thoughts myself almost despising,
Haply I think on thee, and then my state
Like to the lark at break of day arising
From sullen earth sings hymns at heaven's gate;"
It is usually easy to identify the turn in a sonnet because Shakespeare will include a transition word like "Yet" or "Though" somewhere around line 9. This indicates a change in subject matter or mood.