The noun “bourne” means a boundary or a limit. In this context, “our bourne” is the bar, or the literal boundary between the harbor and the sea. However, the boundary is also metaphorical in that it separates the “Time and Place” of human existence from the boundless unknown that exists beyond death.
The verb “to embark” means to board a vehicle, such as a ship, for travel. It can also mean to begin something. The speaker symbolically anticipates the darkness that he will face when he embarks on his journey and hopes that his departure will not bring sadness.
The “evening star” is Venus, the second planet from the Sun. Venus, which looks like a very bright star, can also rise in the morning. Its orbit is within that of Earth’s and it often appears to be close to the Sun; however, the planet’s presence at dawn or at dusk depends on its placement on either side of the star. When Venus trails the Sun, it appears in the evening. When it leads the Sun, it appears at dawn.