What message does Shelley want to convey in "Ode to the West Wind"?

In "Ode to the West Wind," Shelley wants to convey the message that he has a prophesy for the world that a new and better day is coming.

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In "Ode to the West Wind," Shelley conveys the message that he would like the words he writes on leaves of paper to be scattered as far and wide as the West Wind scatters the leaves that fall from the trees in autumn. He is punning on leaves of paper and leaves on a tree. He also wishes he himself could have a spirit as fierce and robust as the West Wind and powerfully blow his ideas around the world.

In this poem, Shelley, a radical, is feeling some despair. He believed in the ideals of the French Revolution, but that revolution had been defeated. England, too, seemed further away than ever from going in radical direction. In fact, a few months before he wrote this poem in October of 1819, the Peterloo Massacre took place when cavalry officers charged a mass group of protesters demanding more representation in Parliament, killing 18. The message of equality and brotherhood Shelley believed in seemed not to be reaching the world.

In the last stanza of the poem, Shelley calls on the West Wind to spread his word. He wants the wind to spread the music of his words and asks if his written words are falling like leaves from forest trees:

Make me thy lyre, even as the forest is:
What if my leaves are falling like its own!
He seems to gain some hope after his despair, calling on his own spirit to rally and be like the wind:
Be thou, Spirit fierce,
My spirit! Be thou me, impetuous one!
He ends on a positive note: even though it is "winter" now, with nothing good happening politically, spring is inevitably coming:
If Winter comes, can Spring be far behind?
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The Romantic poets were deeply enamored with the ideas of revolution, as well as with the natural world. It is no surprise, then, that Shelley uses the natural world as the basis for his discussion of revolution and its forces in his poem "Ode to the West Wind."

Among the most prominent details that suggest this as a poem of revolution is the title of the poem itself. The westward direction of the wind points to America, which had recently undergone a revolution. Additionally, America was seen as a 'wild' place by the British. This, as well as the language within the poem, paints the west wind as a destructive force—one that had the power to tear down existing structures and institutions so that the spring wind would then be able to rebuild something greater and more beautiful in its place.

However, this is not the full extent of Shelley's message. There is also a greater discussion of poetry within "Ode to the West Wind," and you can find many themes suggestive of the poet's power. While this might appear to simply suggest that, like the West wind, the poet must undergo periods of destruction and rebirth, it is also important to note Shelley's own ideas regarding the power of poetry, and therefore poets,...

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in helping with the political process.

In the end, this amounts to "Ode to the West Wind" being a poem that paints a broad picture of the poet as having the ability to institute revolutionary change with his words. It paints poems themselves as primal forces that sweep through the minds of those who hear them to enact social justice and change.

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In "Ode to the West Wind," Shelley is comparing the process and power of nature with the process and power of poetry. This is a Romantic poem which directly expresses the link between the "outer" world of nature and the "inner" world of the mind of the poet. Many Romantic poets explored this link, seeking such a deep connection that the line between inner/outer would become blurred. 

The west wind brings autumn and, at the poem's end, the hope of spring. Shelley parallels the regeneration of the seasons (autumn - winter - spring) with his own poetic renewal. This can mean that if he is in the midst of a creative slump (winter), a wellspring of inspiration could be soon too follow. The analogy with the changing of seasons could also be comparable to social renewal.

Shelley also supposed/hoped that his poetry would be appreciated after he was gone. Thus, his poems would have another "season" of life. This is stated in the last lines of the poem. 

Drive my dead thoughts over the universe

Like withered leaves to quicken a new birth!

And, by the incantation of this verse, 

Scatter, as from an unextinguished hearth

Ashes and sparks, my words among mankind! (63-67)

His hope is that his poetry, like the inevitable spring of nature, will be reborn. There are two subtle puns that express this connection. The wind also refers to breath (life) and the leaves can mean the leaves of the trees as well as the leaves (pages) of a book. The wind will "scatter" his "leaves" and his words will be reborn. 

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What message does Shelly want to give in the last two stanzas in of "Ode to the West Wind"?  

In the penultimate stanza of "Ode to the West Wind," Shelley implores the wind to "Scatter" his words like "Ashes and sparks" from a fire to an "unawakened Earth." In other words, he wants his poetry to be heard by as many people as possible, and he wants his poetry to awaken people to the ideas therein.

In the final stanza, Shelley asks the rhetorical question: "If Winter comes, can Spring be far behind?" The implication here is that the winds of winter, which he hopes will "Scatter" his words far and wide, will precede rebirth and growth, as implied by the season of "Spring." Shelley wants his words, meaning his poetry, to inspire this rebirth and growth.

In a more general sense, the idea of spring following winter could also convey the message that difficult times, represented by winter, don't last forever. These difficult times must necessarily, eventually, be followed by better times—represented by spring.

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