Jem - They
I always thought this song sounded kind of ethereal and that the lyrics were about a schizophrenic who is having paranoid delusions about the mysterious and malevolent "They" who are all knowing and issue all the rules that the masses must follow unquestioningly like lemmings. She believes she is the only one who can see through the lies and is trying to warn people, but no one will listen.
That’s my interpretation anyway.
Makes it kind of fit the Halloween theme that way.