In my opinion I think he is talking about a girl who committed suicide.
“ I see you on the blue skies”
This to me could represent her “soul” going up to heaven or watching over him.
“When you’re alone”
Maybe he is saying she had no one before this and now she’s gone she doesn’t anymore either. And that he is trying to hold on and keep moving forward but he just can’t.
“ Don’t cry, I must’ve been so blind”
This could show that at the time she was depressed and he couldn’t see it. He in a way blames himself of her death.
This is just my opinion.
In my opinion I think he is talking about a girl who committed suicide. “ I see you on the blue skies” This to me could represent her “soul” going up to heaven or watching over him. “When you’re alone” Maybe he is saying she had no one before this and now she’s gone she doesn’t anymore either. And that he is trying to hold on and keep moving forward but he just can’t. “ Don’t cry, I must’ve been so blind” This could show that at the time she was depressed and he couldn’t see it. He in a way blames himself of her death. This is just my opinion.