In his Preface, Wordsworth states that his goal in his Poems was to "make the incidents of common life interesting by tracing in them...the primary laws of our nature: chiefly as far as regards the manner in which we associate ideas in a state of excitement" (174).
He then continues in this thread by narrowing what "common life" meant, and that was "Low and rustic life was generally chosen because in that situation the essential passions of the heart find a better soil in which they can attain their maturity [and can] speak a plainer and more emphatic language" (174).
And what is poetry, if not "essential passions of the heart?" In the three poems mentioned above, Wordsworth describes being in love in very simple terms. He is not eloquent, and he compares the woman (presumably Lucy), in each poem to nature. In "Strange fits of passion" Lucy is compared to being "Like a rose in June," and the persona of the poem is guided by the gentle light of the moon (316). The moon, however, seems to be an ominous omen as he keeps descending, and the magic of the night appears to be slipping away, and at the end, it seems very out of place when Wordsworth says "O mercy! to myself I cried, / If Lucy should be dead!"
I was confused by this point, but I think that after reading the next two poems, it is clear that they follow in a similar vein, where the persona mourns the loss of his dead lover.
I feel like these poems combine the Gothic and the Anti-Gothic. The Anti-Gothic is that he describes in plain terms the beauty of his lover compared to the beauty of nature, it is very realistic. However, the Gothic element still evident in the poem is the death of a beautiful young woman, and I think that both of these factors will eventually give rise to Romanticism, but it's not quite there yet.
For me, the gothic element of the first poem of this series lies in the lines to which you point: "O mercy! to myself I cried, / If Lucy should be dead!" Amidst the plethora of lines about nature and love and traveling, these lines seem like such an irrational leap. All of a sudden, we're thrust back into the Castle of Otranto, unsure of ourselves and our surroundings, and emotionally susceptible to all sorts of horrifying thoughts. The narrator's exclamation here takes on the strange inevitability of the night terror, pointing to the persistence and perhaps even the naturalness (given the setting in which it is occurring) of the irrational for the human mind.
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