Title
The colon in the title seems to be used to equate or suggest a semblance between two things: the winter and the speaker’s privacy.

The tone is coy, playful and teasing. The speaker addresses an unknown listener, engaging in dialogue, but refusing to reveal what she has to tell, despite the listener’s pleading.

The gender of the speaker isn’t specified but it is likely to be a woman, citing as evidence the references to a ‘shawl’ and a ‘veil’, clothing associated with women.

What is the secret?
Who knows? But the poem seems to strongly suggest that it involves the speaker’s romantic feelings for someone. Whatever it is, it needs to be revealed at the right time–the right season of the year, and perhaps the right moment of the speaker’s emotional life.

Structure
The poem comprises three stanzas of uneven length, with lines also of uneven length. The majority of lines are end-stopped, creating a sense of an assertive, confident speaker. There is no consistent metrical rhythm.

The rhyme scheme is complex.
1st: ABBACC
2nd: DEDFEGGEHHEIIIJJ
3rd: KKLLL
4th: FMMNNFM
It would, perhaps, be more helpful to say that there is rough pattern of rhyming couplets and triplets. This gives the otherwise loosely structured poem some unity and coherence.

Language and Imagery
The voice, that of the first person singular ‘I’, is teasing and provocative, yet revealing nothing.

The poem works primarily through symbolism and metaphor. So winter and spring, for example, each have their character and significance. Clothing, e.g. veil and shawl represent secretiveness and disguise. The door imagery appears in other Rossetti poems, for example in Shut Out represents a barrier which the poet or other agency controls.

The pronoun ‘I’ is important. The poet is in control and her identity is what she holds to firmly. Note that ‘I’ appears at the beginning and the end. She will not reveal her secret unless she is ready.