The speaker is alone at night and aching, and the poem slowly shows that the loneliness has a particular shape. At first, a "knight in the night" seems to appear, a rescuer or companion, and the sound play on "night" and "knight" makes the idea feel almost like a hopeful fairy tale. But the next lines take it back: "There is no knight in the night." The comfort was imagined.
What's left is the speaker, "only me," and the repetition of "me" in the middle of the poem makes the space feel small and closed in. The most striking line is "I ache because of myself." The pain doesn't come from someone else's cruelty. It seems to come from within, from bitterness and an "unspeakable desire" the speaker can't name, perhaps a longing for company or understanding.
The mood is bleak and quiet. The short lines and the final, flat "Alone in the dark" leave the reader with the speaker's isolation and no relief.