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Owl City – West Coast Friendship Lyrics 16 years ago
The song is not talking about how the west coast is where rainy days "begin". The line should read: "Are you out there where the rainy days begin to feel rather sad" according to the way the rest of the verse is written. He is referring to the idea that rainy days are sad times (which I think is a reference to SAD as was mentioned in some comments). There is no "geographic" reference to weather patterns or anything like that.

The song could be ostensibly about visiting the writer's girlfriend, but I think it is really about escapism. He feels the need to cut a hole in the living room floor (instead of leaving the front door) and slide down a fire escape so as to not be discovered (the porch light is too bright). The writer is also using his dreams as a method of escaping from reality. In the verses discussing flying and a plane crash, the writer is never quite sure if he is sleeping or not. Flying is also a typical dreaming scenario.

I also think the writer may be writing about his friendship with the state of California, not about a friendship with someone living there (or maybe also about a person).

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