The poem begins with a punning title. "Church Going" literally means the practice of attending church (usually spelled as one word, churchgoing), but as the poem soon makes clear, it also suggests "the disappearing church" (as in, the church is "going" away, or becoming obsolete). The speaker, it turns out, is a non-religious person who believes that churches and organized religion are dying out in a secular age. Nevertheless, he has a habit of visiting old churches, for reasons that he tries to explain or work out in the poem.
In these first two lines, he walks into one such church: "Once I am sure there's nothing going on / I step inside, letting the door thud shut." This is clearly not churchgoing in the traditional sense, then: churchgoers worship as members of a congregation, but this speaker goes out of his way to make sure no formal events are happening—and no one else is around—before dropping in. He wants to find solitude in the church itself, not congregate with others.
In the overall context of the poem, "nothing going on" could have other possible meanings as well. For example, the speaker seems "sure there's nothing going on" with churches and religion in a larger sense: that is, they're drained of traditional meaning and fast becoming irrelevant. But the poem also contradicts that idea to some degree: for the speaker, something clearly is "going on" in the church, a meaningful experience that he repeatedly seeks out even if it isn't social or supernatural in nature.
These opening lines establish the poem's meter as iambic pentameter. This means that a typical line in the poem contains five iambs: metrical feet consisting of an unstressed followed by a stressed syllable. The baseline rhythm of the lines, then, is "da-DUM, da-DUM, da-DUM, da-DUM, da-DUM"—but there are many variations from this pattern. Listen to the stresses in lines 1-2:
Once I | am sure | there's no- | thing go- | ing on
I step | inside, | letting | the door | thud shut.
Line 1 follows the pattern closely, except for one extremely common variation: the substitution of a trochee (stressed-unstressed) for an iamb (unstressed-stressed) in the first foot ("Once I"). Line 2 is a bit more irregular, substituting a trochee for an iamb in the third foot ("letting") and a spondee (stressed-stressed) for an iamb in the final foot ("thud shut").
These changes make the line sound slightly awkward, evoking the speaker's hesitancy and tentativeness as he steps inside the church. The two stressed beats of "thud shut," meanwhile end with an emphatic bang (like the church door slamming shut!). The assonance in the last two words—"thud shut"—adds a bit of "thud[ding]" emphasis as well.