I was in a pretty bad place a few years ago then I got into Depeche and it was one of the things that helped turn my life around bringing me back 'home' to hapiness and showing me a way/place I could be content. The lyrics perfectly reflect that. They are pretty ambiguous.
The chorus goes :
And I thank you
for bringing me here
for showing me home
for singing these tears
finally I've found
that I belong
Feels like home
I should have known
from my first breath