You heard my voice
I came out of the woods by choice
Shelter also gave their shade
And in the dark I have no name
This is referring to the isolation that comes with being a hopeless wanderer. He stayed away from relationships in fear of being hurt.
Shelter and darkness are both concealing, and in this case it conceals himself so he doesn’t have to worry about the pain that comes from a broken heart.
However he is saying that someone heard his voice, or cared about him. Because of this he “came of of the woods by choice” , leaving his isolated life to be with this person.
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