In 1802 scientists knew for some centuries that Milky Way is composed of very large number of stars. Whether Wordsworth was taught that I cannot answer, nor whether a person in Wordsworth's circumstances would find an easy available printed source talking about what the Milky Way is, but if he found one it should have spoken about stars.

Idea that the Milky Way is a very large amount of very small stars has been around for a very long time: Aristotle writes that Democritus and Anaxagoras (who lived before him) said that it is distant stars - and more importantly Aristotle says that he personally rejects it, so it's not an attempt to give the idea more clout by associating it with people who cannot speak for themselves. I know that the debate was kept alive in Islamic scholarship and the idea of stars was proposed with different refinements a few times.

But from the time of the Galileo Galilei it seems that dispute has been considered solved, because even the Galileo's telescopes were able to distinguish between separate stars in the Milky Way

To quote

By the aid of a telescope any one may behold this in a manner which so distinctly appeals to the senses that all the disputes which have tormented philosophers through so many ages are exploded at once by the irrefragable(sic) evidence of our eyes, and we are freed from wordy disputes upon this subject, for the Galaxy is nothing else but a mass of innumerable stars planted together in clusters.

Given the extreme obviousness of verifying that idea once you have a telescope there is little reason to assume that anyone in England 200 years later would be taught otherwise. In fact even in the XVIIIth century there were already theories that Milky Way is not the only galaxy and that nebulae (like Andromeda) are also galaxies (that dispute was only resolved in the early XXth century).

So all signs point to a poet being poetic (and also describing what can be plainly seen with one's eyes) instead of some mistaken ideas about the universe in the early 1800s