Not the most original prompt, so sue me.
What songs have lyrics that sort of freak you out...because there's just something sinister or creepy about it?
For me, it's David Bowie's "The Man Who Sold The World," which was famously covered by Nirvana during their UNPLUGGED performance in 1993.
Now just listening to the song and following its opaque lyrics provide a creepy enough vibe, but when I went to read about the song's origins and what some of the lyrics were supposedly about, I freaked out even more.
One article I read about the song says that Bowie got the idea from a science fiction novel he read in which the male protagonist time-traveled to the past, had a sex change operation, and became his own mother (or something twisted like that). Just that very idea is freaky enough in of itself.
If the song weren't creepy enough before, it certainly became MAJORLY creepy after I read that info about its origins.