Three Days Grace - Last to Know

Last to Know is the 7th song from the new Three Days Grace album, Life Starts Now.
I do not own the song or the lyrics.

Lyrics:

She just walked away
Why didn't she tell me
And where do I go tonight
This isn't happening to me
This can't be happening to me
She didn't say a word
Just walked away

You were the first to say
That we were not okay
You were the first to lie
When we were not alright
This was my first love
She was the first to go
And when she left