It is about doing whatever makes you happy even if it may hurt you in the future. "So what if it hurts me, so what if I break down..". Also it's about not sticking to the 'safe' way of life, as that way you miss out on many great things. The lyrics say "I can't stand by the side, and watch this life pass me by".
In the video to this song Leona falls in love with a guy who is in love with someone else, but she continues to be close to him even though she knows that she will end up getting hurt.
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