Stanza 3 Summary

Get out the microscope, because we’re going through this poem line-by-line.

Our talk had been serious and sober,

All of a sudden, we're back with the speaker and his soul. Apparently the two of them have been talking (which makes our guy sound a little nuts).
Their conversation has been "serious" and "sober." See how he's echoing the language and the structure of the first line of the poem (where the sky was "sober"), as if we were starting over again?

But our thoughts they were palsied and sere—
Our memories were treacherous and sere—

The speaker takes the earlier description of the leaves (lines 2 and 3) and sort of remixes it. Now it's thoughts and memories that are dry and lifeless ("sere"). They are also "palsied" (shaky, diseased) and treacherous.
It seems like the world outside and the feelings of the characters start to twist together, until they feel like they're the same thing. The world is dead, brown, and sickly, and so are the thoughts of the speaker and his soul.

For we knew not the month was October,
And we marked not the night of the year—

Is it Tuesday night? The speaker doesn't know. Is it October 31st? The speaker isn't sure. Because the speaker and his soul have "treacherous" memories and thoughts, they have forgotten what month it is, and they haven't noticed ("marked") what night it is.
The speaker is simply wandering, forgetful and sad.

(Ah, night of all nights in the year!)

Why does it matter what night it is? Well, we don't know yet; the speaker isn't ready to tell us. He will tell us, though, that it's super-important for some reason. It's the "night of all nights in the year." A mystery!

We noted not the dim lake of Auber—
(Though once we had journeyed down here)—

The speaker and his soul are both lost on some kind of spacey amnesia. They don't know what time of the month or year it is, and apparently, they also haven't "noted" (noticed) the lake that they are standing right next to. All this is in spite of the fact that they have already been to this exact place before.
What the heck is wrong with our speaker? Why does he seem so lost? He's working hard to build the tension and suspense as he looks back with us at this dark, confusing moment in his life.

We remembered not the dank tarn of Auber,
Nor the ghoul-haunted woodland of Weir.

One last little riff on how forgetful he was on this fateful night. He didn't remember the lake or the spooky woods.
There's some cool stuff going on here. See how he just took the whole first stanza (lines 1-9) and rearranged and updated it? It's almost like a chorus in a song, but it also changes things and moves the plot along.