In the early afternoon of July 17, 1988 the German singer and Andy Warhol protégé Nico took a bicycle ride into her local town while on vacation on the Mediterranean island of Ibiza. She had a heart attack during her journey and hit her head as she fell. Nico was misdiagnosed in hospital as suffering from heat exposure and passed away the following day. This song is about her tragic death.
There she goes Under the sun Some question there
The song functions as an inversion of The Velvet Underground & Nico album track "Femme Fatale." It starts with an inversion of that song's opening lyric "Here she comes."