I think how important meaning is in poetry depends on the type of poem it is. For example, "Jabberwocky" by Lewis Carroll doesn't have any concrete meaning, but it's still an enjoyable poem. Meaning holds a somewhat ambiguous place in poetry; a poem may not have a definite meaning, but poetry can't mean just anything either. It's also sometimes unclear what a poem means on the first reading. But I don't think uncovering a poem's meaning is the sole purpose of reading a poem -- there is diction and rhythm and structure to enjoy, too.
In a previous poetry class, I was introduced to the idea of the poet-poem-reader triangle. The poet may or may not write with a meaning in mind, but different meaning may be ascribed to those words by a reader.
I think meaning is important in the visual arts, although in a different way. In visual arts, there tends to be a greater appreciation for skill, especially in figurative or representative art; if it's a really great figure drawing or impressive hyper-realistic life painting, meaning may not be as important. Not that skill and meaning are mutually exclusive, of course. The difference lies in how words inherently communicate ideas and therefore meaning, but visual art can be meaninglessly aesthetically attractive. I think whether or not a piece of poetry or visual art means something, and how much it means, is a choice on the part of the poet or artist. How clearly that intent comes across to the audience could perhaps be a measure of the artist/poet's success.
I don't know that there's a limit to how hard you can try to understand something. I suppose if you're trying to tease a meaning out of a poem that isn't supported by the text, that'd be trying too hard. This is best described in the last two stanzas of a poem by Billy Collins, called "Introduction to Poetry":
But all they want to do
is tie the poem to a chair with rope
and torture a confession out of it.
They begin beating it with a hose
to find out what it really means.
Understanding poetry isn't really about how hard you're trying, but rather how you approach a poem. Trying to fix a solid, unchangeable meaning to something as fluid as a poem is not going to allow you to discover the best that a poem has to offer. Rereading poems at different times and in different contexts, and finding new meanings is, to me, part of the joy of poetry.
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