"First March" begins with just that: the first march of the speaker's long day's work as a World War I soldier. As his regiment begins to move, the soldier tries to get into the swing of things, but he can’t settle into a rhythm quite yet. He isn’t able to conjure up a comforting fantasy of home, and he can’t stop thinking about his aches and pains; he's already been on the road for quite some time, the reader suspects.
The tone of the poem seems direct, at first. Notice how short and simple the first words of the poem are: “It was first marching." And yet, the speaker’s meaning is actually quite elusive. The “it” remains undefined—and the reader knows what a "march" is, but what is a "marching"? The language of the poem thus feels both familiar and strange, as if an ordinary sentence has been jumbled and broken.
The caesura in the first line only emphasizes that effect:
It was first marching, || hardly we had settled yet
This caesura, breaking the line into jerky pieces, suggests that this is not going to be a particularly smooth march. The caesura in the second line is even more jarring:
To think of England, || or escaped body pain—
“To think of England” and “escaped body pain” are very different ideas, pointing out the two (equally painful) sides of the speaker's life: longing for home, and longing to escape his immediate physical suffering.
And take another look at the language here. The speaker describes his pain as “body pain” which he swaps for the more common phrase “bodily pain.” The poem is about a suffering soldier—so, appropriately enough, the language of the poem feels broken and beleaguered.