Lyric discussion by pseudonymjones 

Cover art for No One Knows My Plan lyrics by They Might Be Giants

I like to take this song more literally - I think it is a man, sitting in prison, biding his time until he can get out and complete his secret plan. He's excited about the plan, and it's killing him not to be able to move on it, so he comes clean to the inanimate objects in his cell.

He's in prision for something he was doing - something that was a part of his plan but not his plan in its entirety, but was still very much illegal. His neighbors (or whoever) saw him (making shadows on his window shade) and this lesser crime got him sent to jail. His neighbors then, really are like the people in Plato's Allegory, because they misinterpret the crime they saw as his plan, while it was only an aspect of the bigger picture.

What his plan actually is - that's a mystery. No one knows. But if it involves dancing, shouting, shrieks of pain, and burning autumn leaves, it's probably for the best that he's in prision.