The speaker of this poem is a pretty lonely guy. We don't know why he walks around so much at night. He doesn't look at the watchman when he passes him, so maybe he's up to no good. But then again, maybe he works a late night shift, maybe he's coming back from a dinner party, or maybe life at home is so rough for him that he needs to get some air. We don't know where he's going or why he's going there, and we're not even quite sure that he knows this, but we think we're on his side.
The speaker may have family and friends somewhere in the city, but when he's out on these nighttime walks, they're not calling for him, though he's a little paranoid, and stops when he hears someone yell. He's a bit shy, and perhaps nervous about the law, because he avoids looking at the watchman. He's a smart guy, because he uses words like "acquainted," and calls the moon a "luminary clock" in the sky. But he's not a happy guy. Even something as beautiful as the moon, which gives the speaker light on a dark night, isn't quite satisfying for this lonely man.