The song is a memory from Pink’s childhood, during the bombings of World War II. His child’s mind couldn’t understand why he had to stay indoors when the sun was out, with no real conception of the danger of the bombings.

The second half deals with the mental scars of fear induced by war and the anxiety felt by a country still transitioning from conflict back to normalcy parallel Pink’s farewell to his childhood home as he lights out on his own into the world. “Goodbye, Blue Sky” is the implication that even the small things that should bring comfort are now just triggers for painful memories.