Lyric discussion by From Last to First 

Cover art for Heroine lyrics by From First to Last

Would you all stop saying you are going to cry! jeez!

Yeah its a great song, the "Heroine" (female version of "hero", not the drug!) is his birth mother, and he's asking where his mother has been all this time - As she left him and he was adopted. I.e. "Where have you been when i needed you"

"I've lost my name" means he doesn't truly know who he is.