I guess she wanted to get to the Lancelot's room sneaky using the key she has got. And she put on the socks as she wanted to look not so ladylike. But it's still not clear for me.
The speaker asks the wind to “make me thy lyre,” to be his own Spirit, and to drive his thoughts across the universe, “like withered leaves, to quicken a new birth.” He asks the wind, by the incantation of this verse, to scatter his words among mankind, to be the “trumpet of a prophecy.”