Personally, I think this song is speaking out to people with depression or any kind of mental illness. The beginning of this song is about a kid who’s dad brought him into the city to see a "Marching Band" This could be a concert of any kind. His dad asks him if he will be the saviour of the broken, the beaten and the damned. He's asking his son if he will be a saviour through music because MUSIC SAVES LIVES! His dad asks, "Will you defeat the demons of depression and all the non-believers that think mental illness is just for attention?" When Gerard says, "Sometimes I get the feeling, she's watching over me." "She" could mean the depression of any person and whenever that person feels like they should go, they stay because through it all, the rise and fall, they can make it. If a person decides that suicide is the only way out of depression, the people that loved them will carry on but still know that the person that has passed on is with them through memories. Society's hate towards people could end somebody's life. So paint your depression black and take your life back. Shout your freedom and be defiant to people who want you to be "accepted" in society. Even though somebody is defeated and broken because of depression, they can march on.