The poem contains two allusions. The first explicitly alludes to a place, the Dove River in England. The second implicitly refers to Venus, the Roman goddess of love, beauty, fertility, and sex.
The Dove River is a waterway in the English Midlands that rises on Axe Edge Moor and flows 45 miles south before joining the Trent River. It's about 30 miles south of Manchester. Line 2's allusion to Dove grounds the speaker's memory of Lucy in reality.
Grief is a hard thing to express. As such, anything that tries to do so could easily depend on totally abstract language, pure products of the imagination. The poem certainly becomes more metaphorical in the second stanza, but this reference to the Dove River tells the speaker that this imagery comes from a specific location: Lucy's "untrodden ways," or the isolated place where she lived. Ultimately this rooting makes the mournful tone more powerful. The "ways" still exist as a reminder of Lucy.
Also, the Dove's proximity to Manchester, a city that was booming at the turn of 19th century as a result of the Industrial Revolution, subtly contrasts Lucy's isolated haunts from the bustling industry to the north.
The second allusion, to Venus, appears in lines 7 and 8, when the speaker mentions the first star in the sky. It should first be noted that this star isn't necessarily Venus. Venus would only have been the first "star" in the sky if its orbit had been such that it appeared above the horizon from the speaker's point of view at evening. However, Venus is probably the most famous of celestial objects that sometimes appear first in the sky, so it's reasonable to assume that Wordsworth had it in mind. If the star is in fact a reference to Venus, it emphasizes Lucy's beauty and the speaker's love for her, and hints at a subtler dynamic in their relationship.
Venus is the goddess of love, beauty, fertility, and sex (the Roman version of the Greek Aphrodite). Recognizing Venus in the evening sky, the speaker must be overwhelmingly reminded of Lucy, whom the speaker believed was beautiful (she was "Fair" and like a "violet") and whom the speaker loved (the speaker was one of the "few" who did). If the speaker compares Lucy to Venus, the speaker may also have in mind her sexuality. This note connects to a few other moments in the poem. In line 3, the speaker calls Lucy a "Maid," which in one of its archaic senses means virgin. And in line 9, the speaker says Lucy was "unknown." Again, one archaic definition of "to know" is "to have sex with." By comparing Lucy to Venus, the speaker may imply sexual attraction to her. Considering the other moments that hint at Lucy's sexuality, the reader might consider the speaker as not only grief-stricken, but sexually frustrated.
This is, however, just one interpretation. The speaker may just as well mention Lucy's virginity in order to emphasize her isolation.