The Wind

I think the song is about Cat finding contentment in God. A lot of his music was about death and religion, but this song i feel is about how all that is behind him.

I listen to the wind to the wind of my soul

He's finally listening just to what his soul is telling him, and ignoring the misleadings of the world around him.

Where I'll end up well I think only God really knows

the second line of this is a just a standard phrase for not knowing, but here it means that truly only God knows, and he's putting his trust in that.

I've sat upon the setting sun but never, never never never I never wanted water once no never, never, never

Now that he's at peace, even sitting on the sun doesn't make him cry out for water, which I'm guessing means giving in to temptations of life.

I listen to my words but they fall far below I let the my music take me where my heart wants to go

His music has helped him get this far in it all.

I swam upon the devil's lake but never, never never never I'll never make the same mistake

Pretty clear here, he's put aside the dark things he did in his past, and he'll never return to them.