As far as I can tell (and I could be entirely wrong, the MV is supposed to depict his transition from being a member of DBSK under SM to where he is now, so it begins with him at the palace (DBSK period) which you later see is nothing but a crumbling ruin, all the way to him sitting on a freaky horse in a suit of armour (showing he's now in JYJ and stronger than before maybe???) and then you have the little girl who's quite sinister, (laughing as he is throwing up after consuming poison in the fish) and then the caveman section... Not sure what that or the little girl mean, unless the little girl is supposed to represent SM maybe??? I'm probably way over analysing this but that's the way I see it XD