Auden's elegy for "W. B. Yeats," the famous Irish poet, begins by describing the weather on the day Yeats died. This first section of the poem is written in free verse; its long, detailed lines sound a little like prose reportage, though they contain more figurative language than journalism.
As the first line reports, Yeats died "in the dead of winter": January 28, 1939. (Notice that Auden says "He disappeared," a more eerie and ghostly verb than "died" or "passed away.") The imagery of the following lines conjures up a chilly scene:
The brooks were frozen, the airports almost deserted,
And snow disfigured the public statues;
The mercury sank in the mouth of the dying day.
The idiom "the dead of winter" makes the season itself seem morbid—a symbolically appropriate setting for the death of a great poet. (After all, poets work with symbolism and natural imagery all the time.) Indeed, as Yeats died, the "day" itself was metaphorically "dying" along with him. Auden personifies the day here, imagining it as a sick patient with a "mercury" thermometer in its "mouth," its temperature dropping as it expired (i.e., as night fell). The whole atmosphere of this "dark cold day" seems to reflect the fate of a single person.
At the same time, nothing in the scene acknowledges Yeats's death in any literal way. There's very little human presence here: "the airports [are] almost deserted." The "frozen" water makes the mood of the scene feel icy and repressed. Meanwhile, the "snow disfigur[ing] the public statues" seems both realistic and symbolic. It's a reminder that public figures, like Yeats, lose control of their images after they die; their reputations can be distorted in all sorts of ways. It's also a sign that nature doesn't respect or care about human fame.
Given all this context, "He disappeared" seems to indicate that Yeats slipped away unnoticed. The poem will go on to suggest that this is partly true and partly untrue. The whole elegy will wrestle with the question of poets' influence (or lack thereof). Do great poets change the world, or does their work simply vanish into an indifferent culture? For Auden, who was deeply influenced by Yeats, this question has powerful relevance to his own work. He asserts that Yeats's death-day was grim according to "What instruments we have"—not just thermometers, but metaphorical instruments like literary judgement. As far as critics can judge, in other words, the loss of this poet is a terrible loss for the world. But the assertion is tentative, suggesting that "What instruments we have" are limited. Only time will tell what Yeats's death—and life—might mean to the wider culture.