Millay is longing to join the swans; that is, the poem is expressing her desire to leave the life she has known in the past and find new places, new adventures.
As she watches the swans flying overhead, she sees something ("Only a question less or a question more") that she "had not seen before." Watching "the flight of wild birds flying," she experiences sudden insight into her "tiresome heart, forever living and dying, house without air" and understands how trapped she feels within that situation.
In her dream, she longs to escape and join the swans in their flight "over the town" and on to different locations and experiences. She will feel no regrets upon departing; in fact, she is eager to go and will carry with her no thought of returning to the place in which she has been caught for too long. "I leave you and lock your door." Departing from the traditional role and expectations for a woman in that society, Millay is searching for an opportunity to create a new and independent, separate existence for herself.