Pensive
"Pensive" means thoughtful or even anxious. Sara, must be lost in thought as Coleridge glimpses over at her while writing the intro to his poem.
Emblems
An emblem is a representation or symbol. It usually is a physical representation like a crest or sign.
Desultory
For something to be "desultory" it must lack cohesion. The lute referred to in the poem is brushed by wind, which is random and unrelated to the nature of the harp. Or perhaps the breeze itself is inconsistent.
Upbraiding
"Upbraiding" is correction or reproof.
Warbles
Birds are usually associated with warbling. It is a type of melodic singing or whistling, full of ornate trills and various shifting pitches.
