For some reason this song is one of Stevie's songs that people don't seem to like much. I like it, and based on various interviews she has given I think it is one of her more personal songs. I believe the song is about her brief marriage to Kim Anderson. Read on:


The Nightmare

Thrown down through the arms of sleep
She fell through the ivory morning
Deep into the waters
Of the one she called love
She paled in the wake
Of what some call a dream
But, you cannot know a dream
Till you've known the nightmare

 This is simply setting up the story, the "ivory morning" meaning the morning of the wedding. As she mentioned in "Sara" she was about to drown in the so called sea of love. However this would not turn out at all as she thought it might.


When I stood with you against the storm
And I tried once again
Well, I said, "I'd like to leave you
With something warm"
How many times
Drowning in the sea
Drowning
That was when the dream took her prisoner
And she knew the dream was over
But, the nightmare was not over
Still some call that a dream
The nightmare...the nightmare

 Stevie's best friend Robin was married to Kim Anderson. After Robin died, Stevie and Kim leaned on each other for support. She "stood with him against the storm". She felt that the two of them could get thru this together. They then decided they should get married so she could fill in for Robin. No one supported her in this idea. That's when things went bad.


Well, you cannot know a dream
When you turn away
You don't know
You'll never care
The night is not your friend
And you have not had her
And when the nightmare ends
But, you never understand
When you're gone
She wakes up calling out
Oh, calling out
As children may cry as she will

 Here she is saying that no one thought this was a good idea but none of them understood what Stevie and Kim were going thru. Stevie was having a tough time dealing with the loss of her friend, and no one except Kim could even begin to understand what she was going thru. Stevie has always said she is a night person, now she was alone and freaking out.


Anytime...oh, anywhere
Blinded by the light of the day
She has known the nightmare

 She went into this with blinders on. The whole thing seemed like a great idea. She was wrong.

So about the moon and her sisters
How dare he take them prisoner
Well, if she had flung out her heart against him
Then in all of her wisdom
Oh, well that was a mystery

 In an interview about her marriage she said that Kim wouldn't let Stevie out of his sight. She was working on the "Wild Heart" album but he didn't want to leave the house. He wanted her all for himself. "The moon and her sisters" refers to Stevie and Lori and Sharon. Kim didn't want to share Stevie with them.


That was when the dream took her prisoner
And she knew the dream was over
But the nightmare was not over
Somewhere in her ancient ways
She walks through the night
And then she tries to get through the day
Some will never know
Or share any kind of dream

 Once Stevie saw this side of Kim she "woke up" from the fog she was in and knew that for both of their sakes, she had to get away from him. Stevie has said that Kim started calling her "Robin" and basically wanted her to BE Robin. She knew it was time to get out.


The nightmare
This is not the world
This is not the world
This is not the world
The nightmare
She wants him to fight...anytime, anywhere
She wants him to stand up
She wants him to win
This is not the world
This is not the world
This is not the real world
Blinded by the light of the day
Blinded by the light
She was blinded by the light of the day
Blinded by the day          

            So she realizes this is not what either of them need, it's time to leave. She wants nothing but the best for him    but she can't be with him. This is not the world for her. She again excuses the whole thing by saying she was not thinking clearly and was "blindly in love".   


 Again, this is my theory of what the song is about and it's based solely on interviews with Stevie about her marriage.