The song tells the story of Agatha Bell, a woman who was the last of eleven daughters and married into a wealthy family. Her husband tragically died, and Agatha was left alone and devastated. She prayed for a new and better lover, and she soon found one who was also wealthy. However, Agatha was not content to stay in one place for long. She sold her belongings and moved away, leaving behind her new lover. The song suggests that she may have changed her name and disappeared, with some rumors placing her in Paris. Overall, the song tells the story of a woman who seems to be constantly searching for something more, whether it be love or adventure. While she finds happiness at times, she never seems to be satisfied and is always on the move.