Well, let me explain a little. After the song plays, the king arrives and enters your brain but since you are already in someone else's brain the king gets trapped out out of the real world and can't access it until someone learns about him, again. So yes, you died but saved humanity. The final message is after humanity is saved and has forgotten everything because well, 3125 is an antimeme, it makes you forget and kills everyone smart enough to research it, at the final message you see one of the highest managers of the SCP Foundation finding out that the timeline has skipped a year but nobody knows or remembers anything! He understands that something doesn't add up and there's a special kind of anomaly that plays with memories so he invents the Noöspherics division (the successor of the antimemetics division) and that implies that 3125 will be learned, again. He will be studied, again. 3125 will try to enter the world, again. And nobody knows. I believe it fits the theme (I'm just a little guy) because "little" can be anything! We're little and totally insignificant to the horrors of the universe or when we face an entity like 3125 or the King in yellow. Yeah I know... Yappity Yappity Yap Yap, I talked too much but I hope I helped you understand the story!