Lyric discussion by they_lie 

Cover art for Find My Way lyrics by Nine Inch Nails

I don't think this is just in regards to his past and the choices he made. I think it has a lot to do with his illuminati and Satanist ties. Think more literally when looking at these lyrics.

He has gone astray but has no choice at this point. He stopped touring and was pulled back in for a satanic grammy's performance. He could be lamenting over his seemingly unchangeable present circumstances.