Epigraphs are like little appetizers to the great entrée of a story. They illuminate important aspects of the story, and they get us headed in the right direction.
To sorrow
I bade good morrow
And thought to leave her far away behind
But cheerly, cheerly,
She loves me dearly;
She is so constant to me, and so kind.
I would deceive her,
And so leave her,
But ah! she is so constant and so kind.
The epigraph is an excerpt from an epic poem by John Keats entitled "Endymion." "Endymion" was published in 1818 and was largely disliked upon its release. Hardy, no stranger to critical receptions, may have sympathized with that. But we think Hardy quoted this super long and rather sentimental poem because of its overall story.
"Endymion" is basically a retelling of a Greek myth starring Endymion, a shepherd, and the moon goddess who loved him, Selene (who was later supplanted by the goddess Artemis in mythology). Of course, we hear nothing about moon goddesses in the excerpt Hardy chose to introduce his novel. Instead we hear about Sorrow, who is personified as a woman here. And this section features a narrator who loves Sorrow. However, we did catch the awesome biopic movie Bright Star and we can confirm that Keats was pretty darn mopey.
Speaking of mopey people, we have the entire cast of The Return of the Native. Hardy definitely wasn't leading us astray by choosing an epigraph that worships at the altar of Sorrow. The way that Keats phrases his ode to Sorrow is also key and indicates the type of story Hardy is about to tell, and the way in which he's going to tell it.
Keats uses a lot of irony and unexpected contrasts in the section of his poem that Hardy focused on. He uses words like "cheerly" and "kind" to describe Sorrow, which is the opposite of what we would expect. This entire stanza is basically a somewhat tongue-in-cheek way of saying that the narrator is "constantly" plagued by Sorrow and has kind of come to love "her" since she is such a loyal companion. And the emo Keats may have also been pointing out how hard it can be to shake off sorrow and "leave her far away behind" – sadness and moodiness can be kind of addictive in a way.
Hardy's use of Keats helps to set the tone for his own tale. See, Hardy uses a lot of irony and dark humor in his story, reminiscent of Keats here. Also, Hardy relies upon contrasts, unexpected twists, and, of course, sorrow, in his own storytelling. So Hardy tips his hat to Keats's tone and style in this stanza.
Hardy also references the same myth in his novel that Keats does in his poem. The Return of the Native features a love story between an Endymion-like figure, Clym, and a moon goddess, Eustacia. Eustacia is also very moody and mopey and may very well be Sorrow personified. So it's double the fun there.
One last thing about Keats – he was a notable English Romantic poet. Hardy often bucks against Romantic genre conventions in his work, so keep an eye out for how Hardy both does and does not rock out of Romantic tendencies in The Return of the Native.