Lyric discussion by Slammerworm1 

Cover art for Sonny's Burning lyrics by Birthday Party, The

It's about heroin. It does indeed get 'cold in here' without it. But then it 'gives off such an evil heat'. NB: 'Sonny' may wryly refer to the 'Sonny Hammond' character in the TV series 'Skippy the Bush Kangaroo' (1967-69).