It may be helpful to note that "Sofia" is the Greek word for wisdom and is used in the Septuagint (Greek version of the Hebrew Bible) in Proverbs as Lady Wisdom. This is wisdom personified as a beautiful woman and contrasted with the seductive Lady Folly. This may or may not be what Ed intended, but he does have a thing for spiritual references and it seems to fit with the lyrics.
It may be helpful to note that "Sofia" is the Greek word for wisdom and is used in the Septuagint (Greek version of the Hebrew Bible) in Proverbs as Lady Wisdom. This is wisdom personified as a beautiful woman and contrasted with the seductive Lady Folly. This may or may not be what Ed intended, but he does have a thing for spiritual references and it seems to fit with the lyrics.