Wordsworth aims to show how powerful and sublime nature is — not always beautiful, but terrifying and transformative.
He explores pantheism, suggesting nature acts with divine force. The psychological impact ("trouble") could be a spiritual punishment or divine lesson.
He also explores forbidden desire: the troubling dreams could symbolise repressed feelings (e.g. towards the female nature figure in “led by her”), possibly touching on Freudian interpretations, like unconscious incestuous desire — especially if the feminine presence is interpreted as a stand-in for the speaker’s mother (or sister).
The “trouble” becomes not just fear of nature, but fear of social taboo, such as incestuous desire, which was seen as morally and religiously shameful.