As poet with a vision that changed the course of poetry, Wordsworth stated in his Preface to Lyrical Ballads that he hoped to focus attention on nature and elevate the common person. This was a contrast to the Augustan poets such as Alexander Pope who focused on heroic figures from classical times: the famous and important people living in the thick of society.

Lucy Gray is an obscure girl growing up in a cottage on the moors, the child of poor parents who must work for a living. A solitary child of nature, she loves to play by herself on the moors. One short winter day, when the sun sets early (Lucy notes that it is 2 o'clock in the afternoon, but she can already see the moon), her father sends her off with a lantern to meet her mother and help guide her home through the darkness. Instead, Lucy disappears in a snowstorm. Her parents search for her all night, following her footprints through the snow to a wooden bridge. Here, her footsteps disappear.

They followed from the snowy bank

Those footmarks, one by one,

Into the middle of the plank;

And further there were none!

Her body is never recovered, leading some to say she is still alive. These folk maintain: "She is a living child ... you may see sweet Lucy Gray / Upon the lonesome wild." 

Wordsworth revered nature and by showing Lucy as a child of nature, almost one with nature, he elevated her. By focusing attention on an obscure person, Wordsworth showed that ordinary people had dignity and were worth thinking about.

Lucy Gray is the lyrical story of a very lonely girl, a lover of nature and apparently full of kindness and innocence. She lived with her parents in a faraway valley, seemingly in isolation. Very bucolic:

Oft I had heard of Lucy Gray,
And when I cross'd the Wild,
I chanc'd to see at break of day
The solitary Child.

No Mate, no comrade Lucy knew;
She dwelt on a wild Moor,
The sweetest Thing that ever grew
Beside a human door!

The conflict of the poem is that Lucy had to go to town, as a request from her father, go to look for her mother who was there. The problem is that there came a snow storm, and she got lost in the snow.

Nobody could find her, but after looking around the bridge to town, they found her footprints. What is poignant is that her innocence and love for nature supercede the tragic ending, and her being "Lucy Gray" immortalized her, even in this moment. You can find this fact in the end of the poem where it says:

'She is a living child,

and may be seen and heard

She sings a solitary song

that blends with the song of the wind

The symbolism in the story is the return to where we all come from : The onneness of Nature, which awaits those whom loved and respected her through their innocence.