I don't Remember a Moment I Tried to Forget

I usually don't take advice from songs, but I did from the 30 Seconds to Mars song "Closer to the Edge". I had an epiphany when I heard that song. It really spoke to me; which is funny since I really don't listen to that band. What is that song really about? A relationship? religion? the world? Or is it one of those songs with a vague meaning? I personally think it's about doing what you need to do and not having any regrets.