The verse you have given is from John Donne's "Stay, O Sweet"
1) Who is the narrator of this poem? What does "Pilgrim" refer to? What's the theme of the poem? It is a love poem. In it the speaker is imploring his lover to stay with him. "A Pilgrim's Solace" is the title of a group of songs, the music of which was written by John Dowland.
2) What does 'O' in poetry generally mean? I saw a lot of 'O' before but I don't understand? What is 'O sweet'? It is an interjection, with no specific meaning, often used to fit the metre of the poem.
3) What does 'the day breaks not' mean? Does this mean 'the day doesn't break' Yes - the light seen is not the dawn but the light from her eyes; and the breaking is his heart because she cannot stay with him.