This song is so sad because it is based on The Hunger Games and appears to be sung from Peeta's point of view. The "Girl on Fire" is Katniss, who Peeta has loved ever since a young age. He talks about his love for Katniss and says she doesn't know the effect she can have, just like in the book. This song is so full of emotion and can make someone cry if they know the story of Katniss and Peeta.