To me it always meant that he was going to Heaven. I think he is sayong that he can find his way to Heaven without the help of anyone else. I don't know if that's how you want to interpret it, but that's just my opinion. Anyway remember Scott said that he leaves the fans to interpret the songs the way they want. He said there really is not any particular message it's up to the fans. 
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You are never given a wish
without being given the power to make it come true
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Somewhere there's someone who dreams of your smile,
and finds in your presence that life is worth while.
So when you are lonely, remember it's true
Somebody somewhere is thinking of you
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