Lyric discussion by Sparklyghost 

Cover art for Lover to Lover lyrics by Florence + the Machine

I believe this song is about a woman who is cheating on her significant other. The guilt of it is eating away at her. She's losing sleep, she can't focus. Her worries are keeping her up at night. The lines "I've been wandering streets/for days and days and days" leads me to believe that the other man might be some distance away, or perhaps she sees him so frequently that she feels like she's been "wandering" back and forth between the two. She knows that there's not going to be pretty; leaving her boyfriend/husband is going to be the most difficult thing she's ever had to do. "Heading down" might allude to her ever-growing sense of dread for the final confrontation, but in the end, it's all going to be alright.

My Interpretation