The speaker goes right into his troubled mental state, noting that his heart aches but that he is also slipping into a state of numbness as if he's ingested an opiate. He sinks "Lethe-wards"—this is an allusion or a reference to one of the rivers in Hades (Greek mythological underworld) and "lethe" means forgetfulness. He is numb to the point of forgetfulness and/or he is in so much anguish that he longs for forgetfulness. 

In this first stanza, the speaker addresses the nightingale directly. This is called apostrophe, a literary device in which the speaker addresses someone or something who or which might be absent (the nightingale is unseen by the speaker in this section). 

In the third stanza, the speaker personifies Beauty and Love. He longs to be like the nightingale because the bird has no knowledge of aging and death. He contrasts this to humans who, aware of their own mortality, age and get to a point when "Beauty can not keep her lustrous eyes" and Love can not "pine at them beyond to-morrow." Personification is when an object, element, or animal is given human qualities. 

In the fourth stanza, the speaker uses the metaphor of flight to describe the power of poetry to allow him to soar in his imagination and be with the nightingale: "I will fly to thee . . . on the viewless wings of Poesy." 

In the final stanza, the speaker makes a pun with "sole" self, meaning sole as in "one" but also the pun of "soul," giving his "sole self" a spiritual significance. Again, he personifies "fancy" (Romantic term for imagination) and throughout the poem are Greek references and allusions: Dryad, Hippocrene, Bacchus. Keats uses these Greek allusions because of the nightingale's association with Greek myth (i. e. the story of Philomela).