The speaker prefers to celebrate the sabbath/ have church in the privacy of their own home.
Explanation: Throughout the poem, Dickinson talks about how the speaker worships in her own way. In stanza two, I believe, the speaker talks about how she doesn't need fancy clothes or anything, just her own 'wings'. She prefer stay at home, and worship God at her own pace, however he calls to her. She doesn't see the use in sitting through 'long sermons'.
