From Peter Robson’s ‘THE TESS DURBEYFIELD SONG BOOK’ in the Thomas Hardy Society Journal pp. 31-32:

Once Tess knows which songs were Angel’s favourites she decides
that ‘To perfect the ballads was now her whimsical desire. She practised
them privately, at odd moments, especially “The break o’ the day”’ (TD
1990: 324). Hardy then gives the following lines of this song:
Arise, arise, arise!
And pick your love a posy,
All o’ the sweetest flowers
That in the garden grow.
The turtle doves and sma’ birds
In every bough a building,
So early in the May-time
At the break o’ the day! (TD 1990: 324–5).
31
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The song, which gives a townsman’s unrealistically romantic view of love
in a rural landscape, is known under a number of titles, most commonly
as ‘Sweet Lemminy’.23 It very likely originated in one of the London
pleasure gardens and was first printed in about 1815).24 It was very
popular amongst country singers and was collected by the Hammonds
from Mrs Marina Russell of Upwey, Dorset, in 1907.
Hardy included two and a half verses of this song in his ‘Country
Songs’ collection, listed as ‘Old song sung at Melbury Osmond about
1820’.25 Given the date he is likely to have obtained the words from his
mother, who would have been a young girl in the village at that time. He
has transposed and combined two half verses from the Melbury version
to give the complete verse in Tess. The final half verse from Melbury
Osmond, omitted by Hardy from Tess, reads:
So then he played it over
All on the pipes of ivory
So early in the morning
By [sic]
At the break of the day.26
‘Playing on the pipes of ivory’ was a euphemism for sexual intercourse.
Since Hardy’s grandfather’s manuscript song book includes ‘The Musical
Lovers’, which deploys the analogy more transparently, Hardy would
have been well aware of the innuendo. By choosing ‘The Break o’ the
Day’, which draws on the same sexual metaphor, as a favourite song of
Angel’s, Hardy subtly illustrates the character’s sexual naïvety.