My Sorrow, when she's here with me,
Thinks these dark days of autumn rain
Are beautiful as days can be;
She loves the bare, the withered tree;
She walks the sodden pasture lane.
Her pleasure will not let me stay.
She talks and I am fain to list:
She's glad the birds are gone away,
She's glad her simple worsted gray
Is silver now with clinging mist.
The desolate, deserted trees,
The faded earth, the heavy sky,
The beauties she so truly sees,
She thinks I have no eye for these,
And vexes me for reason why.
Not yesterday I learned to know
The love of bare November days
Before the coming of the snow,
But it were vain to tell her so,
And they are better for her praise.
The volume A Boy's Will is presented as though a single person ("the youth") is the speaker of every poem, and accompanying each poem in the table of contents is a gloss describing the poem. In that volume, "My November Guest" is labelled: "He is in love with being misunderstood."
So, what questions present themselves, upon reading this poem? Certainly, we should ask who (or what) the guest called "My Sorrow" represents. If the guest represents a person, then we might ask who, precisely. If, instead, the guest is something like a personification of sorrow, the emotion, then we might wonder how such a personification could misunderstand the speaker. Let's examine the poem for some details.
First, and probably most important, is the opening: "My Sorrow, when she's here with me,". The speaker personifies sorrow as a woman--and as a companion. How is she characterized? Positively, as seeing beauty in the November days. And the speaker does not wish to be rid of her: "She talks and I am fain to list". Physically, we know only that she wears 'simple worsted gray'. Given the material, I imagine something fairly formal--and perhaps an outfit appropriate for a funeral. Gray worsted wool is no fabric for a summer dress, at any rate.
During the first three stanzas, the speaker's companion is trying to convince him of the beauties of the "dark days of autumn rain", which she thinks he has "no eye for". But, he tells us, "Not yesterday I learned to know / The love of bare November days". He already appreciates these beauties, but he does not correct his companion, for "they are better for her praise". This may explain the gloss.
Let's take the position, for the moment, that 'my Sorrow' is a personification of the speaker's actual emotion, sorrow. Then her praise of the 'bare November days' could be understood as the speaker finding those days to suit his mood better, when he is sorrowful. She (and therefore he) is 'glad the birds are gone away', preferring solitude at this time. "She's glad her simple worsted gray / Is silver now with clinging mist." could mean that the speaker feels, at these times, that sorrow is an important and worthwhile emotion. That it is well-suited to the 'dark days of autumn rain' does not detract from it.
The one, really big problem with this interpretation is that it is difficult to imagine how the speaker's sorrow--his actual emotion--could misunderstand him. Easy for him to misunderstand his emotion, but that's not what is happening here. I can't resolve this problem, so let's put it aside, and take a different approach.
If we take the position that 'my Sorrow' represents some real person, either actually or mentally present with the speaker, things look a bit different. The poem could be literally about the things it says--it could be describing the actual actions of a person who praises November days and does not recognize that the speaker also finds them beautiful. The question, then, becomes: who does 'my Sorrow' represent?
If we assume that the speaker stands for Frost (a dangerous assumption, usually, but probably justified here), then we have some options, both figurative and literal. If you'll forgive a quick detour into biography: by the time this poem was published, Frost had experienced some tragedy in his life, including the deaths of two of his children and his mother, who, incidentally, died in November. Possibly the guest represents one of these, whose deaths caused Frost sorrow.
On the other hand, the guest could represent a living person--in particular, Frost's wife. In Lathem's 1981 condensation of Thompson's biography of Frost is quoted a letter to his daughter Lesley (written about 1939), regarding a letter written by his wife:
"My, my, what sorrow runs through all she wrote to you children. No wonder some thing of it overcasts my poetry if read aright. No matter how humorous I am\[,] I am sad. I am a jester about sorrow. She colored my thinking from the first just as at the last she troubled my politics. It was no loss but a gain of course. She was not as original as I in thought but she dominated my art with the power of her character and nature." (p. 397-398)
A strong contender! However, it doesn't seem likely that Frost would consider his wife "My November Guest", and "when she's here with me" also seems a little odd. Perhaps during this season her mood was different enough for frost to consider that mood as a "November Guest". We can see why biographical criticism can easily slip into biographical fallacy--there are plenty of options, if we want to interpret this poem as in some sense analogous to Frost's life. In the end, I don't think we can say definitively who Sorrow is, and I'm not aware that Frost himself offered any clarifying remarks.
I've said quite a bit about this poem, but it seems I'll be leaving this mystery unsolved. Even without resolving the question of who or what 'my Sorrow' represents, though, "My November Guest" is a wonderful and worthwhile poem. Its imagery is excellent (and matches well the scene outside my window), and it has an excellent rhythm, being written in iambic tetrameter. I'd encourage you to read it aloud, but I can do you one better: here is a recording of Frost himself reading the poem.