Lyric discussion by neverusingthis 

Cover art for Migraine  lyrics by Twenty One Pilots

this song is definitely about depression, no doubt about it. the "war" is in his head. his brain is where the depression is. it attacks you constantly, hence all the pain references. the migraine represents thoughts because when you have depression your brain constantly produces sad thoughts and even if they don't make sense they make you feel like you're suffocating or drowning and you just want it to end.

Song Meaning