I spent a summer at the Bread Loaf School of English several years ago. Robert Frost's farmhouse is part of the campus, and we had an annual "Robert Frost picnic" on the grounds. It is located on top of Bread Loaf mountain, just outside the town of Ripton, Vermont.
If you ever visit, you'll understand why Frost would stop in the middle of a snowstorm to watch a field be covered with snow. It is absolutely beautiful. A river (or large creek; can't remember) runs parallel to the road up the mountain, and the rocks and the water are mesmerizing.
As beautiful as the scenery is, reality calls him to his business. He doesn't tell us what he has to do, but he takes care of his responsibilities.
In the poem "Stopping by Woods on a Snowy Evening" the speaker is brought back to himself during his night time ride by the gentle shaking of the harness bells. As he ponders the peaceful scene of quietly falling snow in a serene wood, perhaps he is enjoying a moment of peace after a busy day, when suddenly the soft tinkling of the bells on the horse's harness draw his attention back to the task at hand--that of making his way home on a snowy evening.
Well, I'd say he starts to come out of his dream state in the third stanza, when the horse shakes its harness and makes the bells jingle. That sound rouses the man a bit, enough for the thoughts to slip in.
And what are the thoughts? Work and duty. Specifically, when he comes back to himself, he remembers all the promises he's made, and all he must do before he goes to bed.
he wants to go back either because he does not want to stay inactive (to sleep) or does not want to let things take their own route. In any case of the two, he wants to continue with his responsibilities or he wants to have a say in what goes on in his life. He just stopped in the woods for a little break, maybe because something aroused his curiosity, and he wonders about it himself (putting the question in the horse's mouth).However, as soon as he realizes what he has done, he pulls himself together, and assumes his responsibilities. He is definitely not ready to give in to anything that would take control of his life, whether that be someone else's dominance or death itself.