"Lines Written in Early Spring" begins right in the middle of its action, and right in the middle of its speaker's experience. Before readers knows who (or where) this speaker is, they're launched right into his senses with the words, "I heard a thousand blended notes."
Right from the start, there's a sense of collective harmony here. Those "thousand notes" feel like a luxurious rush of sound. The musicians making those notes, whatever or whoever they might be, are working together to "blend" their music, creating one song out of many notes. This feeling of delightful unity is going to be at the heart of the poem's philosophy.
That sense of mysterious unity gets clarified in the second line. Now the reader knows where this speaker is: in a "grove," under the trees. Perhaps, then, the music the speaker is hearing is birdsong.
The speaker's not even sitting up, but "reclined," lying back to better enjoy the chorus. This is an idyllic picture of spring bliss. Notice, too, how the long /oh/ assonance of "notes" and "grove" connects the song to the place it comes from. Everything is working beautifully together here.
But the speaker isn't just blissed out. He's "In that sweet mood when pleasant thoughts / Bring sad thoughts to the mind." In other words, his happy thoughts actually remind him of some sad things. The pleasure he takes in this spring grove, it seems, isn't uncomplicated—though even its bittersweetness seems "sweet" to him.