I always thought it an eerie song, although I actually I like it. The music that surrounds it, the story, all of it is amazing. It's done in a style (classical composition) that Michael ventured to go public with even though his normal material is pop.
One thing I have seen before in this song is as an allegory, a symbol of some things MJ was feeling. Just a few short years before, his world was turned upside down, it felt like everyone abandoned him, his inner spirit felt murdered. He felt such agony and strain, but be careful, be tender, because he was so fragile inside and he's such a gentle person. He'd cry out, but it was like a silencer was put on his mouth. Nobody cared, nobody listened. The mystery? It is this: Why in the world would anyone want to hurt him when he did nothing but care, love, and give?