Virtue
Both lovers are engaged in a struggle over virtue. She wants to take the easier path because she's tired of walking uphill, but he is convinced that the easy path leads to Hell. In a sense his moral imperative prevents him from taking the downhill path. She isn't hindered by the same scruples as him, so she ends up taking the other path anyway, despite his protest.
Wonder
He has an almost childlike appreciation for his surroundings. Multiple times he draws her attention to something he sees, like a meteor. Wanting to share the experience with her, he's asking her to be amazed and appreciative along with him. She has an extreme lack of awe, however, as if she views the world in practical, black and white terms. Where he marvels, she reasons.
Direction
The plot of the poem is structured around direction. The two lovers are faced with a choice to continue walking uphill or to take the downhill path. While the uphill path is more challenging, they have already been traveling up it for a while. He believes that they should continue upwards, but she's tired. The downhill path is easier, so the choice isn't an obvious one. Up is associated with virtue, and down symbolizes indiscretion because he is convinced it leads to hell.
Conflict
In addition to being a conversation, this poem is an argument. The lovers are quarreling, if politely, over which direction to go. He wants to continue upward and tries to convince her too as well. She, however, is tired of walking uphill and chooses to defy him and take the downhill path.