A song with a Shakespearian level of passion, "Come to My Window" finds Melissa Etheridge
baring her soul to her lover, letting her know that she will go that she will go to great lengths just to be with her. Etheridge is imploring her to sneak in through the window (much more romantic than using the spare key) so she'll be there when she gets home.
At this time, Etheridge had been seeing Julie Cypher for a few years, and she was smitten. Many of her songs express her feelings for Cypher in some way, and in this case, it's amorous anticipation.