The speaker is trying to feel anything at all. They drink the last of the vodka and smoke a pack of cigarettes, and what they say they like is the burn: the sting of strong alcohol in the throat and the smoke slowly blackening their lungs. The pain isn't really the point. It's proof that something is happening inside them, because the alternative is numbness.
The final line says it plainly: "something instead of nothing." The title, "nothing," puts that emptiness front and center, and the poem is built around it. The lines are short and flat, written in lowercase with little decoration, which makes the tone feel tired and matter-of-fact rather than dramatic. The speaker doesn't ask for sympathy. They just describe what they do. That calm voice makes the poem more unsettling, because the damage to their body is mentioned almost casually. The mood is bleak and lonely, and it hints at someone who has run out of better ways to feel alive.