"The First To Leave" is a song by Elvis Costello & The Brodsky Quartet. The lyrics depict a letter written by the protagonist to someone who has discovered it after opening a case and finding the letter placed between silk and lace. The letter suggests that the recipient has left, possibly passed away, and the protagonist is reflecting on their relationship. The song talks about the various clues that hinted at the recipient's departure, such as their walking shoes, but the protagonist refused to believe it. The protagonist mentions that everyone sends their love and they are struggling to forget the recipient, who seems to be either walking above or below. The mention of "purgatory" suggests a state between heaven and hell, reflecting the emotional turmoil the protagonist is going through. There is a sense of unresolved disagreement between the protagonist and the recipient, alluded to by the line "We never could agree." The following lines mention a thought and pause, indicating a moment of reflection, but no time to repent or make amends, as the recipient seems to be permanently gone. The protagonist contemplates giving up and accepting that life ends, expressing that they may never see the recipient's face again. Until then, they pledge to abstain from earthly pleasures. The lyrics hint at the possibility that the recipient's awareness of the protagonist's loss may come as a surprise, suggesting that the protagonist was the first to leave emotionally or mentally. The song concludes with a plea not to grieve, as the protagonist had to be the first to leave for some reason that is not explicitly stated. The meaning of the song could be interpreted as exploring themes of loss, regret, unresolved conflicts, and the complexities of relationships.