Very interesting question you have asked. In responding to it, I am going to refer to the message of the poem and how Hardy's philosophy is presented through it. Of course, I am sure you are aware of Hardy's belief in the imanent will of the earth - that, to some extent, the earth and Nature was seen as a strong, vibrant force that is pitted against humanity. This is a theme and philosophy that is seen in much of his work, perhaps most famously in "The Convergence of the Twain" and "Hap". This theme also stretches of course to his novels.
This poem at first glance seems to undercut this pessimistic outlook. The poem starts out as being "vintage Hardy" with the speaker contemplating a barren, bleak landscape in the depths of winter:
The tangled bine-stems scored the sky
Like strings of broken lyres
Note how the simile employed of broken harps denotes the absence of joy and the collapse of faith. The second stanza confirms this image by describing Nature using funereal imagery ("His crypt the cloudy canopy"). However, the third stanza offers an apparent change in tone with the coming of the thrush, whose song seems to offer hope.
However, a closer reading of stanzas 3 and 4 seem to deny this interpretation. The vigour of the thrush song does not manage to shake off the morose and melancholy picture that has been established before. Note how the bird is described as "aged... frail, gaunt, and small, / In blast-beruffled plume". Clearly it, like the poet, is subject to the terrifying pessimism embodied in nature in spite of its attempts to defy it. Note how the last stanza seems to show that the poet is unconvinced whether this song can truly offer hope to a hopeless world with such tentative lines as "That I could think there trembled through".
The poem seems to leave us with an overriding impression that the material world remains bleak, utterly alien and threatening to the human consciousness. Nature is depicted as a bleak place of Darwinian struggle, but also paradoxically a place where astonishing creativity can be seen, as embodied in the Thrush.