A main theme of this poem is loss. The speaker is remembering and in mourning for someone who died. It's not actually stated who this person is, but it seems likely that it was a lover who died young. The speaker clings on to the memory of him, while realising that she should also try to get back to living her life without him. Interestingly, Bronte also comments on how the indulgence of grief can actually be pleasurable.
The poem is an example of an elegy, a well-established poetic tradition in English, which was particularly popular in the late eighteenth and nineteenth century. These poems were melancholy, dealing with death and loss. Sometimes it was the death of a particular individual, as in this poem, sometimes a more general meditation on the subject. These poems could often appear excessively sentimental.