Shelley is not interested in a "power" that the bird has, unless it is the power to escape worldly concerns. He imagines that the skylark, flying high above the world, is free of the cares and sadness of the world, and that this enables it to produce sublime music. So Shelley wants to know the source of this joy, and, more specifically, how to escape worry:
Teach us, sprite or bird,/What sweet thoughts are thine: I have never heard/praise of love or wine/That painted forth a flood of rapture so divine.
People can produce beautiful music, poetry and art, too, but their works are tinged with sadness, because they are burdened with earthly concerns and worries. The skylark seems to Shelley to soar above all care, and to sing with an innocent sweetness:
Shadow of annoyance/Never came near thee:/Thou lovest, but ne'er knew love's sad satiety.
So Shelley, bound to earth and all its concerns, hopes to learn from the skylark how to transcend these burdens and create truly beautiful art. If the skylark can teach him that secret, Shelley believes:
Such harmonious madness/from my lips would flow,/The world should listen then, as I am listening now.
Shelley is claiming that poetry, when informed by the simple beauty of nature, can make the world a better place.