Lyric discussion by mister_zero 

Cover art for Stay lyrics by Oingo Boingo

Anyways, back to Oingo Boingo..

"This is not a party--Where people know your name This is not a classroom--With teacher at the board This is not a catshow--With prizes at the door

This is not a horse race--Where winners beat the time This is not a funeral--With mourners in a line This is not a sitcom--Where everything's alright This is not a prison--With terror through the night. "

Describing life, possibly? And the "Go.." part may be a person asking someone to stay with them and just give life another try tomorrow, instead of maybe suicide. If you've seen the video, if I recall right, the band is playing and ghosts are floating around them. It's most definitely about suicide, if not just about death.