Lyric discussion by gdomville 

Cover art for Steppin Out lyrics by Joe Jackson

People are pretty inventive, even when there's no reason to be. It's a misty night, they're upset about something unspecified, and they're lured out by the shining lights of the city. Specifically the "tired of all the darkness in our lives" and "leave the TV and the radio behind" make me think that he's referring generally to the feeling of being cooped up and blasted with bad news night after night, and needing the feeling of stepping out into the real world. "To the other side" is not a reference to the after life. This song is probably about New York City and "to the other side" could mean to the other side of the river, to the other side of town, etc. Just getting out of the neighborhood where they spend all of their time to go see something new for a change.

My Interpretation