Baike says she's yearning for the "free and at leisure" (idiom) world of the immortals. I think it's basically like, wow dreamt my ideal world, too bad the real world sucks.

Gloss for the autumn winds line gives the last bit as "without reason, not pleasing others, play a practical joke" -- kind of like, the autumn winds being unruly.

The immortals in this sense are more like lesser gods than the dead.