Winter here is less a season than a state of mind, and the speaker is just getting through it. The opening lines say it plainly: they live with January only because a wren, a tiny bird, is still around. That one small creature is enough to make the cold month bearable.
The speaker also turns away from comfort. They don't buy the "romantic lies" about family and ancestors, the tidy stories we tell about where we come from. Instead the poem looks at death without decoration, suggesting it will cost "as much as light," as if dying means giving up everything the living world offers.
The last lines are quieter. The speaker uses "a piece of delight" they have seen many times, like the wren. Familiar joys still count. The mood is stark and sober, but not hopeless. It feels like someone holding onto small, real things rather than grand ideas.