The key lines to answer this question are in the final stanza (lines 9-12):
She lived unknown, and few could know
When Lucy ceased to be;
But she is in her grave, and, oh,
The difference to me!
In this section, Wordsworth establishes two seemingly contradictory claims: first, he says Lucy was unknown and therefore hardly missed when she passed away. He also asserts that Lucy's death profoundly affected him. The implied effect on the speaker in this poem is one of sadness; despite the fact that Lucy seemed relatively unimportant, the speaker seems to be particularly grief-stricken upon hearing of her death. This detail is important, as Wordsworth suggests relative obscurity doesn't matter, and that largely unknown individuals can still be immensely important. This theme is one of the most vital ideas in the poem, and it is also essential within the context of Romantic poetry, which often glorified the individual set apart from society.