The first stanza of "To a Waterfowl" sets the stage for the poem by conjuring a sense of wonder and awe—two things that are directly related to the speaker's faith in God.
The poem’s first word, “Whither,” immediately establishes this sense of wonder, as the speaker questions where the waterfowl is flying. The speaker also uses vivid imagery here to evoke the lushness and beauty of the natural world: the bird flies “‘midst falling dew,” and "the heavens" (that is, the sky) “glow” from “rosy depths.” Readers can picture the waterfowl soaring through the early morning air, the earth below damp with dew while the sun sets in the distance (creating those "rosy depths" on the horizon).
Such descriptions aren't just beautiful in themselves: they also suggest that nature is something divine. All this beauty is a testament to God's creation, in the speaker's mind, and the mention of "the heavens" in particular evokes God's presence.
The first lines, as well as the title, also use apostrophe: the speaker of the poem does not just muse about the waterfowl but directly addresses the bird, speaking to it as though it could respond (when, of course, it can't). Framing the poem in this way suggests that the waterfowl holds significant meaning for the speaker—that, beyond simply being an animal that the speaker sees in the world, the speaker seems to identify with the waterfowl as an equal and empathizes with its lonely, "solitary" flight.
The beginning of the poem also establishes the poem's meter. For the most part, the poem alternates between lines of iambic trimeter (the first and fourth line of each stanza) and iambic pentameter (the second and third lines of each stanza). An iamb is a poetic foot with an unstressed-stressed beat pattern; trimeter means there are three iambs, four da-DUMs, per line, while pentameter simply means that there are five.
That said, the meter isn't all that regular in the poem! The first two lines, in fact, immediately mess with this overarching meter:
Whither, 'midst falling dew
While glow the heavens with the last steps of day,
That first foot is a trochee (a foot with a stressed-unstressed pattern, essentially the opposite of an iamb). The speaker uses lots of trochees throughout the poem, in fact, and also sometimes leaving extra syllables at the end of a line. In the next line, the most natural reading places two unstressed beats on "with the" (something called a pyrrhic) and two stressed beats on "last steps" (something called a spondee). Also note that "heavens" is read as a one-syllable word here (heav'ns).
In any case, things are clearly not all that strict meter-wise. Because the poem focuses on the struggles of the waterfowl and the speaker, such fluctuating meter could embody these struggles, as the poet struggles to reach the perfect meter just as the waterfowl struggles to reach its destination.