Singer Joe Jonas explained to the Australian radio program The Hot Hits: "The idea stems from the course that racecar drivers take out on the track, always turning left and here if you take that one chance to go against the grain you find yourself in the arms of safety. It's a song about taking a chance, doing what you are not necessarily comfortable with and discovering solace in the unknown. And most importantly, trusting those who mean a lot to you."
The lyrics for "Mary, Did You Know?" were written by Christian singer and comedian Mark Lowry, after his pastor asked him to write a Christmas musical for their church. Southern gospel musician Buddy Greene later added music to his words.