"To Melancholy" is a meditative, mournful poem, and the sound of the words reflects this. The speaker is sitting on the edge of a river, watching the evening mists rise up over the water. As she says, "I love to listen to the hollow sighs"(3), you can imagine the waves and the gale and the mist and the wind that she describes making that "sighing" sound. The repeated sound of the words that rhyme with "sighs" just adds to that "sighing" sound of the wind and the mist. The speaker herself is probably sighing, too—after all, she's describing a melancholy mood. All of nature seems to agree with her melancholy. The wind and the trees are sighing with her. The sound of the poem seems almost muffled under all that mist and sighing wind.
There's also another very important sound in this poem that helps to heighten that melancholy tone in the work. And that sound is really the result of one letter. Can you guess which one? If you said S, then high-five yourself. This sonnet is seriously stocked with S sounds (see what we did there?). They come at the beginning of words (alliteration) and they come in the middle and at the end of words (consonance). S sounds are everywhere! Let's just give you a few examples:
When latest Autumn spreads her evening veil,
And the grey mists from these dim waves arise, (1-2)
Just read those first two lines out loud and notice how many S's escape your mouth: "latest," "spreads," "mists," "these," "waves," "arise." The consonance here nearly makes it sound like one long, breathy sigh. Here's another example:
And hear his deep sighs swell the sadden'd wind! (11)
"Sighs swell the sadden'd." How's that for some alliteration? Once again, the speaker's favorite letter is S, and the sounds that all those S-words (keep it clean, now, Shmoopers) create goes a long way in heightening the sad, sighing, sentiments of this seductively sound-stuffed sonnet. See?