What a beautiful poem! As he often does, Yeats expounds on our smallness, as set against eternity. The poem elevates imagination above our mortal self and all that we can know. In the end, it is only "song" that we possess: "dream, dream". We can seek truth, we can study our past, we can write poetry, but for all we seek we succeed just in creating more dreams. Those who dreamt before us are gone, so it falls upon us to carry on the song: "But ah! she dreams not now; dream thou!"
And yet, we try. We must. We try to collect wisdom, beauty, and poetry in our heart. We try to SAVE it there. But ultimately, that fails: "there is no truth /
Saving in thine own heart." Eternity seems to mock us.
Ultimately, we must relinquish. We can hold on to nothing.
There is another fabulous poem that you will like: "The Leaden Echo and the Golden Echo" by Gerard Manley Hopkins. Hopkins ponders a similar theme: that we cannot save what is beautiful. His answer is simple: Relinquish it and give it back to God.