The song has a very melancholy tone. Chester Bennington has the only vocal part on this, and he sings about how "the shadow of the day will embrace the world in grey and the sun will set for you." This is where he is talking about how eventually, everything ends. To dust you shall return (that's where the world is embraced in grey; death is here and you're going back to being the dust of the earth). The sun sets, the day is over - your life is done. The shadow of the day refers to what happens when a person dies - only their memory is left. Their memory is the shadow of their life. Shadow of the day.
Kay - Chicago, IL, for above 2