Four short lines, and almost everything in them is about absence. The speaker starts with "heart strings," an image of feeling as something delicate that can be tugged or plucked, like the strings of an instrument. What follows reads like a list of what those strings are tied to: "the in-betweens," "the could-have-beens," "the winter winds."
Judging by the wording, the speaker is thinking about moments that never quite became anything. The in-betweens suggest uncertain, unfinished states, and the could-have-beens point to paths not taken or chances missed. Winter winds add a chill, so the regret feels cold and a little lonely rather than loud or angry.
The mood is quiet, wistful and aching. The matching "-s" endings and the rhyme of "in-betweens" with "could-have-beens" give the lines a soft, drifting rhythm, almost like a sigh. The poem doesn't explain itself, so it leaves you sitting with the feeling instead of the story behind it.