The speaker announces a kind of creative manifesto. An atelier is a artist's workshop, a place of order and craft, but this speaker says their workshop will be the "wild goose chase," an expression for a pointless, wandering pursuit. Instead of a tidy studio, the work will happen in the act of chasing something that may never be caught.
The second stanza rules things out. There will be "no dull inventions," so nothing forced or merely clever, and "no wandering comedy," which suggests a rejection of aimless or trivial amusement. That is a little surprising, since a wild goose chase sounds wandering itself. The poem seems to want a pursuit that is open but not frivolous.
The last lines bring in "moonlight and frost," cold, clear, nighttime images that "fire" the speaker's head. The contrast of cold and fire gives the ending a charged, quiet excitement. The mood is determined and a little exhilarated: inspiration comes from the natural world, not from a desk.