Lyric discussion by Anamchara 

Cover art for My Selene lyrics by Sonata Arctica

I think it may have something to do with a more fantastic source rather than reality 100%. I have a theory on how it may be about a guy who is in love with a girl he sees only in his dreams, and gradually becomes obsessed with her to the point where he no longer wants to be awake and would much rather close his eyes and sleep forever to be with her. Of course, the only way he can think of to sleep together is death, and death is no dream, thus he won't ever be with her. Reminds me of Lovecraftian fiction actually, in particular The Dreamquest for Unknown Kaddath for some reason XD

Song Meaning