Romance and Heartbreak
This poem describes the aftermath of a heartbreak so devastating that its victim—the speaker—actually tries to deny that it has occurred. Remembering how she was seduced and "bewitched" by a lover, she then reassures herself that "I think I made you up inside my head," as if hoping that, by rejecting her own memories, she can dull the pain of her lover's rejection. Except, of course, that there's a second, more literal explanation for the line "I think I made you up inside my head." In this more literal interpretation, we might assume that the speaker really did invent a lover, and that the lover has disappeared because they never existed in the first place. This explanation doesn't really decrease the importance of romance in the poem, though. If it's in fact about a severely mentally ill person who has invented a lover, this suggests that the speaker so longs for love and romance, and has been exposed to so many tempting narratives about it, that she can't resist inventing a romance of her own. In either case, she faces heartbreak—either because a romance she cherished has disappeared, making her doubt whether it was ever meaningful in the first place, or because she so longs for love that she finds herself imagining a nonexistent romance.
Mental Illness
The poem's title reveals that the speaker is suffering from a severe mental illness, but readers may find themselves wondering whether she is indeed "mad," or merely driven to self-doubt by cruelty and rejection. She does indeed seem to suffer from some level of mental instability. She sees dramatic, ever-shifting images: "waltzing" stars, "galloping" blackness, God and angels. Plath's use of these intense images suggests a speaker who, if she is not literally delusional, is certainly experiencing a severe sensory overload. She closes her eyes, achieving momentary relief by making these images disappear, but that only makes them distress her more when they return. More to the point, the speaker can't remember whether her lover is real or not: she seems to be dealing with an extreme disconnect from reality. Yet the poem also suggests that it's the lover who has driven her "quite insane" before disappearing. Therefore, it's also possible that the lover's rejection has caused the speaker to doubt the validity of her own memories, driving her to feel that she is unstable or mad—when, in fact, it's her lover's behavior that's been destabilizing.
Control
One of the speaker's biggest problems comes from a feeling that she lacks control. She ruefully notes that she would have been better off loving a firebird, a creature from Native American mythology who can create thunder and lightning. Her reason for this wish is that a thunderbird, unlike a person, would return every spring, and do it noisily enough to reassure her of his presence. This longing for consistency and reassurance speaks to a need to control something in the world around her, which feels so unpredictable and overwhelming. Even the fact that she can control things to an extent, shutting out the world by shutting her eyes, doesn't really bring consistency—it just increases the amount of change and contrast she experiences, making her feel even more out of control. However, recounting a dream about her lover, the speaker remembers the way they "bewitched" her, exerting a nearly supernatural level of control. The fact that the lover has so much control in this scenario is exactly what robbed the speaker of her own: she recalls being kissed until driven insane. The momentary exhilaration and relief of giving up self-control has, in the absence of the lover, left her bereft and lost.