I feel like it's about suicide. Before I went under I'd before I lost myself. And never let me go, even when I'm gone don't forget me. And it's also talking about how all the things looked before she let go. That almost everything around her was beautiful except herself. Not giving up just giving in. She still loves and feels, shes not giving up people or love, but she's giving in to all the negative things. So cold so sweet, that was how letting go felt to her almost like relief. This is not really what the song means just what I believe it is.