The speaker feels like a misfit at work. "A fish in the dolphin" is a strange, slightly absurd image, but it suggests something small and swallowed up, or a creature pretending to belong to a bigger, smarter, more graceful one. Whatever the office asks of the speaker, it doesn't fit.
The second line, "Tar me and err," sounds like a grim invitation: blacken me, let me get things wrong. The poem's title, "Goth," points the same way, toward a taste for darkness. By the end, the speaker has found a home there. Night is "my wife" and a pall, the cloth draped over a coffin, is "my king." Those are loyalties, not just moods.
The tone is dry, a little funny, and quietly gloomy. The poem is only four lines long, so it feels like a muttered confession: by day the speaker plays along, but they belong to the dark.