Last To Know Video (MV)

What's going on here?
I thought it was strong
Clearly I was not in the know
Mind always running around
I knew my downfall
When I received that phone call
And I just can't let it go
Can't let it go

Move to the beat to the beat don't stop
I don't wanna play bad cop
Don't wanna see the signs
I don't wanna read between the lines
Move to the beat to the beat don't stop
I can't take that shot
You said you said you said

I'd always be the last to know

I'm finished at the start now
You said "play your part"
How am I supposed to play the role
When I'm always playing the fool
Return to sender
Colder than December
But I just can't let it show
Can't let it show

I don't want to be the last to know