Winter here is less a season than a state of mind. The speaker notes that days are shrinking and nights stretching, and that sleep still won't come. The dark seems to fill everything, "in the air in bed," so there is no corner of the night to escape into.
Lying awake, the speaker hears worries as sounds, sometimes a roar, sometimes a whisper. Calling them "wingless" is a striking choice: they can't fly off or lift away, so they stay stuck in the room with the speaker. The last stanza is bleaker. The speaker dismisses any idea that this is "high poetry" and says instead that nightmares are "trimming the sun and the sky," cutting down the light and openness that were never really there to begin with. The mood is heavy, tired and quietly hopeless. Short lines and plain wording make it feel like a thought muttered in the dark, with no comfort offered.