Depression and anxiety are treated here as two people sharing a house inside the speaker's head. At first they clash, arguing and competing for attention, and the speaker has to play referee. Then they discover the speaker can't control them, and they become friends. The speaker calls this "a good thing," but the line sounds unconvinced, and the tiredness soon shows: the pair whisper secrets and "nasty little tricks," stay up late, and walk hand in hand as if they have always been there.
The speaker feels worn down and powerless, yet also oddly resigned. Even when the two hide, they stay audible at the back of the mind, tugging at memories the speaker would rather forget. The mood is weary, quiet and a little dark. The ending is telling: only when the speaker has gone through every memory do they sleep. That single word, "Finally," carries a mix of relief and exhaustion.