My take on the meaning of the lyrics. I do feel he is running away from a shattered home.... And the only faithful friend who shows unconditional love is Jessie. He also loves the dog very much therefore he cannot take him where he is going for 2 reasons. 1 the reference to it being cold outside could indicate how cruel, cold the outside world really is.... Something that would completely foreign to Jessie as he is such a innocent and would not survive. 2 I think where the writer is going he cannot take anything with him. I think not only does he run away from home, he maybe contemplating suicide.
My take on the meaning of the lyrics. I do feel he is running away from a shattered home.... And the only faithful friend who shows unconditional love is Jessie. He also loves the dog very much therefore he cannot take him where he is going for 2 reasons. 1 the reference to it being cold outside could indicate how cruel, cold the outside world really is.... Something that would completely foreign to Jessie as he is such a innocent and would not survive. 2 I think where the writer is going he cannot take anything with him. I think not only does he run away from home, he maybe contemplating suicide.