The speaker is in the middle of a clear-out, and it turns out to be less about objects than about the self. "Purge" suggests cleaning house, but the opening question, "what is best to keep?", already admits that the speaker can't cleanly separate what to discard from who they are. Being "not quite rid of myself" sounds both weary and a little wry.
The middle of the poem feels tangled and self-doubting. The speaker mentions instructions "from the Lord" that make pleasure something not to be understood, and says the mouth ought to rage. Books become "flags without a country," and the speaker a mere pen, which suggests words without a home or purpose. The lines about cold not loving winter and a drunk not loving his drink suggest that being deeply inside something doesn't mean you feel love for it.
The ending is quietly hopeful. The speaker wishes the heart might "knock again" and keeps hauling out "a prodigious quantity of hardened self." The mood is tired, spare and searching, but it leans toward renewal.