Lyric discussion by SkillGrace 

Cover art for Last to Know lyrics by Three Days Grace

You got it all wrong, the singer is telling a the story of how he had been cheated on while she was dating another guy, and he was the 'Last to Know' about it

At the end of the song, he is warning the dude she cheated with to watch out because she'll do it again

My Opinion

Agreed~ So sad