Sky Full of Song Lyrics
Or are you still awake?
A good friend told me
You've been staying out so late
Oh, be careful what it takes
From what I've seen so far
The good ones always seem to break
And you were screaming at me
And I can feel your anger
From way across the sea
I was causing such a scene
Oh the heart it hides
Such unimaginable things
I've been flying for too long
I couldn't hide from the thunder
In a sky full of song
But you could be anyone
I couldn't hide from the thunder
In a sky full of song
Aim your arrow at the sky
Take me down, I'm too tired now
Leave me where I lie
When the music starts to play
In a city without seasons
It keeps raining in LA
The room begins to sway
And I can hear the sirens
But I cannot walk away
I've been flying for too long
I couldn't hide from the thunder
In a sky full of song
But you could be anyone
I couldn't hide from the thunder
In a sky full of song
Aim your arrow at the sky
Take me down, I'm too tired now
Leave me where I lie
But maybe I'm dying tonight
I thought I was flying
But maybe I'm dying tonight
But maybe I'm dying tonight
I thought I was flying
But maybe I'm dying tonight
Aim your arrow at the sky
Take me down, I'm too tired now
Leave me where I lie (fire)
Aim your arrow at the sky
Take me down, I'm too tired now
Leave me where I lie (fire)

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[Edit: Id like to delete it thanks!]

It is about her being in a literal sky full of songs, high above everyone and everything else, isolated from the crowd she is singing for. She feels both 'celestial' and lonely at the same time.
Sky Full of Song was inspired by Welch performing on stage. She opened up that she feels an otherworldly sense of being. However, at the same time she feels a sense of loneliness once she starts performing on stage. At times she doesn't know how to enjoy herself and so lets the song take over her being. According to the rollingstone magazine Welch made a statement, that “Sky Full of Song” came to her “fully formed.” She said, “Sometimes when you are performing you get so high, it’s hard to know how to come down. [...] There is this feeling of being cracked open, rushing endlessly outwards and upwards, and wanting somebody to hold you still, bring you back to yourself. It’s an incredible, celestial, but somehow lonely feeling.”
Still, individual lines of the lyrics are up to interpretation I guess.

Success and fame do not guarantee happiness. Although her sky is "full of song", she cannot escape the turbulent elements of her personal life. "Keep Me Grounded! Don't let me get too full of myself!" She is tired, not only from working so hard on her art/ music, but also from dealing with the storms that always find their way into her world; her sky.