Lyric discussion by Strumbeat 

This is about doing harder and newer drugs to escape boredom and depression. The character thinks he's found a new way out of his painful existence and is delirious with the idea, but inevitably he crashes. The drugs are not as effective and he is just as depressed if not more than where he started. He'll never get "home" because he's not Ulysses. Home here means a place of happiness, contentment and comfort.

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