Lyric discussion by FragileStrength8956 

I think "blue caravan" is an actual caravan. I think when she asks it to "carry me down to him soon" she is driving to him, and in the process, thinking of all the great things about him. When she sings all other lines, I think she is just reminesing about him. When she says "who never existed at all" I don't think she meant he didn't exist. I think she means, that who she thought he was, wasn't really who he is. "Oh, he was a beautiful fiction I invented to keep out the cold And now my blue, blue caravan I can feel my heart growing old"

I believe she is saying that she made up this "image" of him to make herself feel better. And I think the last two lines is her driving away from him, and stopping loving him. If that makes any sense.

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