The speaker personifies their "sorrow" throughout the poem, treating this emotion as if it were a female guest who, in expressing her love of the gloomy landscape, teaches the speaker to love it, too. Treating sorrow as a visitor implies that the speaker's sadness has a will of its own, and, it follows, that it isn't entirely within the speaker's control.
Like a guest, the speaker's sorrow isn't always around, either; the speaker doesn't always feel sad. But when sorrow does visit, she tends to see things differently than the speaker normally would. The speaker's sorrow "loves the bare, the withered tree," but the speaker themselves seems to need a little convincing (at least, at first).
The speaker says that sorrow "walks the sodden pasture lane" ahead of him. As she delights in the stark scenery around her—the lack of "birds," the "clinging mist" that's turning her clothes "silver"—the speaker says that "Her pleasure will not let [the speaker] stay." In other words, the speaker goes out to join her because she makes the landscape seem so appealing. Were it not for her, the speaker would have just stayed home. Somewhat ironically, then, the speaker's sadness leads to unexpected pleasure.
The speaker doesn't want to tell their sorrow this, however, because doing so would spoil things; as long as she thinks that the speaker doesn't appreciate the beauty of autumn, she'll keep talking it up. The poem implies that the speaker has come to value not only the gloom and splendor of the season but also the very emotion that's allowed the speaker to "truly see[]" that beauty in the first place.