Along with the title, lines 1-6 establish the poem's setting and basic situation. "First Death in Nova Scotia" indicates that the poem will be about a death—the "First" the speaker has ever encountered—in the Canadian Maritime province of Nova Scotia. These opening lines reveal that the deceased is named "Arthur," and that the speaker's "mother" has "laid out" Arthur's body for viewing at a wake.
In this context, the phrase "cold, cold parlor" (line 1) might seem to describe a commercial funeral parlor. However, the subsequent description of the room's lively decor—old-fashioned color prints ("chromographs") of royalty; a bird taxidermied by the speaker's uncle—suggests that this is instead a home parlor, a sitting room normally used for entertaining guests. So while it's not yet clear who "Arthur" is, the reader can gather that his wake is occurring in a family home, likely during a "cold, cold" Canadian winter.
The "chromographs," or color lithographs, depict two British royal couples: "Edward" and "Alexandra," formerly the Prince and Princess of Wales (later King Edward VII and Queen Alexandra), and "King George [V]" and "Queen Mary," who reigned during the poet's youth. Despite its formal independence, Canada remains part of the British Commonwealth, meaning that Kings and Queens of England technically rule over Canada as well—hence the presence of their pictures in this Canadian home. (Also, prior to the 1980s, Canada had slightly less autonomy from the UK than it does now.)
The poem was published in the 1960s, by which time all these royal figures were dead and their reigns long since over. In fact, Edward VII died the year before the poet was born. Thus, while it's not yet clear when the poem is set (or how old the speaker was at the time, how the speaker knew the deceased, etc.), these "chromographs" signal that the speaker is telling an anecdote from decades prior.
Here and throughout the poem, the lines follow a three-beat accentual meter. Each line contains three stressed syllables, but the position of those stresses, as well as the syllable count, varies. Listen to lines 1-2, for example:
In the cold, cold parlor
my mother laid out Arthur [...]
In line 1, the three stresses cluster in the middle of the line; in line 2, they alternate with unstressed syllables. Along with the irregular rhyme scheme, this loose meter gives the language a degree of flexibility (and even playfulness, despite the serious subject matter). Accentual meter is also a common feature of children's verse, so it makes a good fit for this poem, whose speaker is an adult relating a childhood memory.