I think the speaker in this song is talking about God.
He has been praying to God his entire life asking for help, but he never got an answer. In the end, he decides he doesn't need God's help to overcome his problems, but takes a stab at him anyway saying "there are those out there who really do need you."
"I'm coming here because I've got nowhere else to go" is referring to a church. The speaker is not a religious man, and has lost his hope and faith in God, but since he has been cast out by society and may be homeless judging by previous songs, he comes to the church as a last resort.
I think the speaker in this song is talking about God. He has been praying to God his entire life asking for help, but he never got an answer. In the end, he decides he doesn't need God's help to overcome his problems, but takes a stab at him anyway saying "there are those out there who really do need you." "I'm coming here because I've got nowhere else to go" is referring to a church. The speaker is not a religious man, and has lost his hope and faith in God, but since he has been cast out by society and may be homeless judging by previous songs, he comes to the church as a last resort.