The remedial interpretation of this song is simply that it is about an addict. Right from the first line, "she never mentions the word 'addiction'." Oh, she's an addict! Let's just force that perception throughout the song. Except there are millions of addicts, but very few are "song-worthy." Why her? What makes her special? Let's instead dig to the next level.
"She never mentions the word 'addiction' in certain company; she'll tell you she's an orphan after you meet her family."
Two ways to take these lines. First, she's a functional addict (who knows better than to raise suspicions by talking about addiction) but she'll tell others anything she can to get the fix. Second, she has a complex backstory that she does not share with people until she trusts them. Consider instead that an addiction killed her family, and the people who raised her are not her birth parents.
"She paints her eyes as black as night now, pulls those shades down tight. She gives a smile when the pain comes, the pain gonna make everything all right."
The remedial interpretation here is 'Aha, closed shades, smiles to pain - must be her addiction to heroin!' Sure, or she could also be a cutter. Instead of satisfying an addiction, she may be truly suffering from depression. Getting away from people gives her some level of comfort. The outsider looking in views it as fetishizing her own sadness. Whatever coping method(s) she uses for her pain, it could be more than one. Addiction or depression. People never show everything on the surface, and I doubt these lyrics do either.
"She keeps a lock of hair in her pocket. She wears a cross around her neck. Yes, the hair is from a little boy and the cross from someone she has not met, not yet."
A God-given cross? Perhaps. The lock of hair in her pocket is from a little boy. Her child? Maybe. Her deceased brother? Also possible. We can fictionalize a tragic backstory where her mom's OD killed her brother, and CPS gave her to an adoptive family, so she truly was an orphan. Or, it harkens back to the first interpretation that she is an addict with false narratives that she uses to appeal to others who do not know her.
"She don't know no lover. None that I've ever seen. And to her that ain't nothing, but to me, it means, means everything."
This line is the one I love most! Not the first part, the second. "To me, it means everything." She doesn't know she is loved. Yet, if she did, I would not care as much about her as I do! Her depression or addiction suckers me in. I am in love with her, even when I don't know her real story. Suddenly, there is a method to her madness. Could she just be a bored girl trying to find love through various lies of grandeur? If so, then (at least in my case) it worked!
"Says she talks to angels, says they all know her name. She talks to angels, says they call her out by her name."
The chorus can underline a certain distrust of her story. She says she talks to angels and that they call her by her name, but she is the only witness attesting to such discussions.
An addict.
An orphan.
A victim.
A liar.
The truth? We'll never know.