Lyric discussion by thevoidswecreate 

Cover art for Lady Blue lyrics by As Cities Burn

'I can explain why I cannot give my heart back. I left it with my Lady Blue. What was her name? She flew in, I caught her. I was a fool to let her go.

She goes, shes goes with her hollow bones, she goes. Every year she's back for the season. I have to keep my windows closed.'

this is metaphor talking about a blue bird, the hollow bones is a reference to the fact that birds have hollow bones. And 'every year she comes back for a season' because blue birds migrate. The rest is pretty self explanatory.

Song Meaning