Lyric discussion by LaFlamingo 

Despite the fact this song is hypnotic as all out, and therein it's hard to actually FOCUS on what the meaning might be...

I still tend to think of this as being a relationship coming to an end. Whomever the woman is singing about is begging the woman to tell him what happens next, where they go from here, what they can do together to fix this (etc, etc). Ultimately, the woman has no answers. She doesn't have any idea what's going to happen, where they go from here. "See, I can't believe in myself. How can I prove it to you?" And when she hits the reality that he's not going to just let this go, she finally relents. Fine. "Follow me down." Trust me. She knows that the end is there. That neither of them can escape it. But she knows no other way to deter the man from this then to just walk him through.

"Follow Me Down" is probably also a commentary on the difficulty of breaking up from a serious relationship. In breakups we fear being alone, and in this fear (usually if we're the breakee, not the break-uper) we cling to the relationship with everything we have, terrified of being abandoned. "Everywhere we look we see ourselves:" every where there's a miserable single person, or a happy couple. And that can either be a nightmare or a happy dream.

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