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Remember how you know you are dreaming but when you woke up, you don't remember what you dreamt about? This is what happened to the songwriter who wrote this song.

He knows that he has lost something but he does not know what it is he lost. He just want to look for it and the river is huge obstacle that stops him from searching for the thing he felt he lost. 

Just like in real life, we know we lost something but we don't know what it is, so we don't know how to get it back.