Lyric discussion by WinonaCorinne 

Cover art for Hero lyrics by Regina Spektor

I think this song is saying that we are all the heroes of our own lives, of our own stories, and although we are the heroes, we are not perfect. However, we feel the need to maintain control of our lives and refuse help because we think we can "save" ourselves. But, as she says, no one's got it all, and we aren't invincible...