In "Ode on Melancholy," Keats writes
For shade to shade will come too drowsily,
And drown the wakeful anguish of the soul
What is meant by "shade to shade will come too drowsily"?
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Keats is saying that if you try to immerse yourself in objects of sadness, then you won't be as aware of your own sadness as much. Shade (sadness) will come to (existing) shade too drowsily: i.e., it will not be as noticeable. But if it comes out of the blue, it will be that much more powerful.
But when the melancholy fit shall fall Sudden from heaven like a weeping cloud... Then glut thy sorrow on a morning rose