Hardy's main purpose in this poem is to highlight an unconventional attitude to despair. 'In Tenebris' from Latin means in darkness. He appears to have reached to a point in life where he is completely desperate. He seems to be left with no more personal resources. He describes a scene of desperation/desolation. Due to this desolate environment, Hardy himself seems void of any emotional pain. However, being a genius of poetry, Hardy turns his condition into an advantage.
Hardy begins from 'wintertime' which is apparently the season marking the death anniversary of a passing (death). In his opinion, winter does not have the potential to bring back the original pain he felt at the first time of losing his close friend (I suppose his wife). This is why he says "twice no one dies" - you feel the pain of losing someone only once.
Next stanza reiterates this sentiment whereby he claims that he feels consoled because he will not feel acute pain anymore. He somehow finds comfort. His genuine consolation is that nothing will ever be able to 'harrow' him to that same extent.
He carries on by stating that the season is so desolate and depressing that even the darkling thrush 'faint in dread'. Hardy claims that his strength as well is long gone and that he cannot lose a form of stamina which he no longer possesses. Ironically, to him this is an achievement.
He explores the theme of emotional destitution (leaves turn to dun).
All in all, what hardy aims at is stating that through the passage of time and the events throughout his life (the death and loss of all his close ones) he fears nothing. He is prepared for death and stands waiting. In a way, he even challenges nature and death because he believes that he has nothing else to lose and nobody else who will be hurt by his death.