The poem is built almost entirely from questions, and that is what makes it feel so trapped. The speaker asks what to do, where to go, what is outside and what is inside, but never gets an answer. Even the title, "Prison of Thoughts," suggests the mind itself is the cell.
The speaker admits to feeling joyless and "completely empty," and the questions about the past and future ("What just happened, what's next?") show a person who has lost their sense of direction. The odd line asking whether being "depressed and gloomy" is what makes them happy hints at a confused, almost numb state, where the speaker can't tell what they really want anymore.
Still, the ending leaves a small opening. The speaker wonders if they can "turn my leaf," meaning start fresh, before asking whether it should end "like this." The mood is heavy and uncertain, but that last question suggests a faint wish for change.