The speaker begins with a loss that goes deeper than the weather: something more than snow has melted away. The poem never says what it was, so the sadness stays vague but heavy. Spring should feel hopeful, with its flowers and singing birds, yet the speaker carries "the guilt of winter" and even panics at the thought of the next season.
There is a turn in the middle. The speaker used to call winter the "most stupid season" and wished it would hurry past. Now, as the seasons change, they see that the sadness had a reason. The ending is the sharpest part: being "broken" by winter leaving is only the first blow, and spring's abrupt departure will leave them "shattered."
The mood is anxious and wistful. Judging by the imagery, the speaker has learned that every good or bad stretch of time ends, and that knowing this makes loss hard to avoid.