There are many devices which make this excerpt "melancholy," but I will focus on two: imagery and sound.
First, the imagery presented draws a dark and mournful picture in the reader's mind's eye. Words like darkness give the impression of grief and loss, and this diction combines with our second factor, sound, to give the reader the general indication of sadness.
Sound, as used by Poe in this excerpt, is intentionally meant to sound like a funeral dirge. Think of words like "Lenore , before, and more." All three have the drawn out sound of the short "O" combined with a hard "R." This is done intentionally, as Poe was using the sound of language to connote grief, much like a sad piece played on a pipe organ. Had he used words like "bright, flight, sight, and might," those words would have carried a cleaner and altogether happier sound. As it is, however, Poe uses the...
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above tools, imagery and sound, to let his readers know of his intimate sadness.
First of all, the words themselves give the poem's lines the melancholy mood. Poe was a master of chosing words that created mood. In this poem, words such as "darkness", "fearing", "doubting", "echo", "nothing" all give a feeling of silence and of being completely alone. His phrases work the same way, "deep into the darkness", "stillness gave no token", "silence was unbroken", "nothing more". Also, Poe repeated words to emphasize the mood. He repeats "dreaming" and "dreams" three times; "whispered" is also repeated. When he doesn't repeat the word, he uses alliteration to continue the mood in such instances as "silence" and "stillness" and all the "d's" used in the first two lines that you cite. Then, Poe uses the sentences to create mood. He tells us that the narrator is so alone that when he merely whispers the word "Lenore", the word is echoed back to him. That's a very intense silence when a whisper echoes! The narrator is whispering the name of his deceased love in an earnest hope of hearing her voice but all he hears is his own voice. It is clear that he is grieving tremendously over her death.