I think that this song is about peer pressure, particularly through drug abuse. When somebody is pressured into trying drugs for the first time, they're almost always scared. But of course, the people pressuring you will tell you that ther is nothing to fear, that it's safe. Then, when you start doing the drugs, you get let down. It's not safe. And it is very scary. Eventually, you'll become addicted and never want to come down from that high. But it isn't until you finally believe them, that they let you down.