What she means:
I was the one who had it all. I was the master of my fate. I never needed anybody in my life. I learned the truth too late. I'll never shake away the pain.
I close my eyes but she's still there. I let her steal into my melancholy heart. It's more than I can bear. Now I know she'll never leave me. Even as she runs away. She will still torment me, calm me, hurt me. Move me, come what may.
Wasting in my lonely tower. Waiting by an open door. I'll fool myself she'll walk right in. And be with me for evermore.