Although I know that the Misfits don't write songs pertaining to their personal lives most of all of the material is horror/fiction. However, Danzig indulged in drugs in his early youth, this song may be a reference to that time in his life where he felt like a "Martian" from doing drugs/alcohol. The reference to "sometimes I never sleep at night" fits in with that theme. Drugs mess with your mind, especially if you abuse them, turning you into well, a Martian.
Although I know that the Misfits don't write songs pertaining to their personal lives most of all of the material is horror/fiction. However, Danzig indulged in drugs in his early youth, this song may be a reference to that time in his life where he felt like a "Martian" from doing drugs/alcohol. The reference to "sometimes I never sleep at night" fits in with that theme. Drugs mess with your mind, especially if you abuse them, turning you into well, a Martian.