In my opinion this is a seriously creepy song. I'm basically picturing a sort of Joan of Ark figure staggering across an alien terrain that turns out to be her own brain. As her own ego, she battles the memories and mistakes that crawl around her consciousness, trying to maintain order and calling on her better self to come to the surface and join her.
One after another they all go by, in my mind.
I gather my steed, my sword and my shield.
Come, come along.
It’ll be so much fun.
Wandering around, in all this grey matter.
Push it aside, push it aside,
don’t let it rise.