I see this song as being sung from the perspective of Sorrow itself, pining for some sort of happiness. He is clinging to this girl who was going through a bad time (and so spent some time with Sorrow), but is now starting to feel better and come out of the slump she was in. Sorrow is having trouble letting go, because he knows that he will be alone again once the girl is gone. So all he can hope for is that she will remember him, and every once in a while call his name.
I see this song as being sung from the perspective of Sorrow itself, pining for some sort of happiness. He is clinging to this girl who was going through a bad time (and so spent some time with Sorrow), but is now starting to feel better and come out of the slump she was in. Sorrow is having trouble letting go, because he knows that he will be alone again once the girl is gone. So all he can hope for is that she will remember him, and every once in a while call his name.