A lone traveller trudges through a snowstorm, and the poem follows them from near-despair to relief. At the start the speaker is quiet and numb, so cold they can't feel their knees, with a heavy pack and arms held out for balance. The wind is fierce enough that the speaker jokes, or half-jokes, that without a tightly closed jacket they'd be blown away. All they can see is white.
Then a light appears, and the mood shifts. The line "Someone has answered my plea" suggests the speaker has been hoping, maybe even praying, for help. A wooden door follows, and the speaker hesitates for a moment before stepping in. Inside, a small fire burns, and the speaker cries from happiness.
The mood moves from isolation and exhaustion to comfort. The short lines and simple rhymes keep the pace steady, like slow, careful steps through snow, and the title's "mercy" fits the ending: shelter arrives just when it is needed most.