Katatonia - Day (Lyrical Breakdown)

One possible interpretation of the lyrics. If yours differs from mine, it's just as valid.

I think the song is about empathy. He used to be depressed, anxious and sad ("I never thought it would rain this way / I should be knowing this, it used to be me"), and did and said certain things because that's how mental illnesses work. You do and say the weirdest things, since your mind doesn't follow regular logic. It makes up it's own logic, with connections that seem odd to a healthy mind, or even that same mind when it's feeling a bit better.

And when he is feeling better, he happens to see someone behave oddly and doesn't get it at first. But then he does.
I think the person he sees is someone he knows, but not very well. Because if he knew that person well, he'd recognize patterns in their behavior. I'm watching You on Netflix, I just finished season 2. If you've seen it, you know how Love notices things in her twin brother's behavior that seem irrelevant to others but to her are clear signs he's about to relapse with his drinking or alcohol use. 
Well, Jonas doesn't notice things straight away. So I don't think he knows this person well. He notices eventually, though, which means he sees this person repeatedly throughout a period of time.

He then offers the person to sit with them for a while. To be their rock, a silent companion who's there for them. To just be. To let them know they're not alone and that it's going to be ok. Giving them time to calm and settle down, to get over the feeling.

In the headline I promised a lyrical breakdown, so here goes:

- "Grey park look the same
And the days are pale
I never thought it would rain this way
I should be knowing that, it used to be me"
A park is a place where people usually go to relax and have fun. But in this song, it's grey. It's a cloudy, rainy day, and a place that's supposed to be a happy place is not, it's dreary. Both literally and figuratively - since it can be interpreted as a metaphor for a person having a cloudy, rainy day (feeling gloomy, crying). They look "like a grey park", lifeless and sad.
He used to be depressed, but is feeling better now.

- "Let's stay here for a while
Is something gonna happen today?"
Let's stop, calm down, just sit here for a while. We're in no rush. 
Is something gonna happen today? Is this a day when the person moves from that gray, dull mindset towards something? If it gets even worse, they could become self-destructive or even suicidal. If it gets better, they could see a glimpse of hope, sun peeking behind the clouds.

- "Your smile has decayed
It will never be the same
I never thought I would laugh again
I should be knowing this, it used to be me"
Even if the person gets over this depressive state they're in right now, they will never be the same. They've now experienced sadness so deep it has changed them as a person, permanently.
He thought he'd never get over it, either. It did change him permanently as well, but he has overcome it, he does laugh again.

- "Now it's dark and you're colder
Now it's dark and I'm older
Now it's dark and you're colder
And you tell me my parks are grey"
It's dark - depressed, but also, the day has come to an end. Jonas is older, he's past the phase the other person's in. The feelings they've experienced that day has made the other person colder and made Jonas older - he's wiser, he knows now that the other person is being so cold because that's how their depression manifests today, but he's also older in the sense that he's more tired with everything.
Some people become seemingly cold and heartless when they're depressed. Their mind tells them that no one cares about them, and logically that means that they shouldn't care about them, either. Not to get back at them for not caring (or maybe that, too), but to spare their own feelings from being hurt because of the one-sided love/caring.
Depression also sometimes makes you cold, because the brain is so focused on keeping that one person alive, not wanting to end their own life, that the person does not have the brain capacity to care about anyone else.

- I love how he still says "Lets stay here for a while" after the other person behaved to coldly towards them. He's been there, he knows what depression feels like and that this person doesn't mean to hurt them. They need someone to exist with them, so they can get over this.

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