It's all about regret and the past, along with not wanting to face it.
The first part with the train and his mind are his thoughts and memories. The second part is about his disguise and the people he met and wanting to hide from them. The third part is about loneliness which is why he talks about how cold it is and the light is fading into a darkness hence the sunset part. Then the last part is where how he can't escape and so he prays knowing in the end nothing can change it and only one person can forgive it. The chorus all ties in about how he's gone through those feelings and understands why people would run, hide, pretend, and ask to be forgiven.
It's all about regret and the past, along with not wanting to face it.
The first part with the train and his mind are his thoughts and memories. The second part is about his disguise and the people he met and wanting to hide from them. The third part is about loneliness which is why he talks about how cold it is and the light is fading into a darkness hence the sunset part. Then the last part is where how he can't escape and so he prays knowing in the end nothing can change it and only one person can forgive it. The chorus all ties in about how he's gone through those feelings and understands why people would run, hide, pretend, and ask to be forgiven.
All in all, it's a beautiful song.