In a dream I can not see

The rain comes down, cold wind blows
The plans we made are back up on the road
Turn up my collar, welcome the unknown
Remember that you said "One day you'll walk alone"
Lyrics from Megadeth Addicted to Chaos. Not sure why, can't get it out of my head. So annoying. May the Holy Spirit deduce what it means. Any way wanna come hang out. Lets get it on.