Okay so the clique is going crazy over Heathens; it sounds completely awesome (not surprisingly), and as intended there are a truckload of possible interpretations. I'm kind of feeling usually shy about posting this, but here goes.
At the time in history when "heathen" was a more commonly used word, it was expected that everyone belonged to a mainstream religion so I think in the song, "heathen" describes the narrator's associates who are unpredictable or in some way different from what someone would expect.
All my friends are heathens. Take it slowWait for them to ask you who you knowPlease don't make any sudden movesYou don't know the half of the abuse
This is kind of far out of left field, but my interpretation is that this is about covert abuse, especially psychological. Targets (or victims) of abuse tend to walk on eggshells around their abusers in fear that something or someone who doesn't know any better might "set them off" or make the abuser explode. Also, spending time with the abuser tends to also make those around them sustain damage in some ways (hence plural, heathens).
Welcome to the room of peopleWho have rooms of people that they loved one dayDocked away
Often abusers harm people closest to them, loved ones like family or close friends. The jail setting and scene in the music video with Tyler looking through the bars paints a picture of what it's like to feel locked in with an abuser.
Just because we check the guns at the doorDoesn't mean our brains will change from hand grenades
Although there may not be any visible outward signs, the mental aspect of abuse that is still there. Often targets of abuse are sustain a level of damage themselves, and while it doesn't make them inherently volatile, their exposure to manipulation may make them potentially dangerous to themselves or others, too.
You'll never know the psychopath sitting next to youYou'll never know the murderer sitting next to youYou'll think, "How'd I get here, sitting next to you?"But after all I've saidPlease don't forget
Often people put on a show to hide the abuse, and the first few lines of this verse go to show that you don't know what the stranger next to you is really like, or what hard battles people are fighting.
We don't deal with outsiders very wellThey say newcomers have a certain smellYou have trust issues, not to mentionThey say they can smell your intentions
Many abusers are mentally ill and have trust issues or even paranoia. Some claim to be exceptional in reading peoples' motives and while the truth may be an entirely different story, sometimes use that to justify restricting their target's friendships with others, locking them out from potential freedom with an "us vs. them" mentality.
You'll never know the freakshow sitting next to youYou'll have some weird people sitting next to youYou'll think, "How did I get here, sitting next to you?"But after all I've saidPlease don't forget(watch it, watch it)
When an outside person spends time with a family where there is covert abuse, instinctively they may sense that something is wrong and be scared away. However, it can be extremely difficult and even painful for a target to open up about the situation, so when they do they hope the listener doesn't dismiss or just forget about it.
Why'd you come, you knew you should have stayed(it's blasphemy)I tried to warn you just to stay awayAnd now they're outside ready to bustIt looks like you might be one of us
Back then associating with a heathen was not socially acceptable, like betrayal. This song has an abrupt, twisted sound, usually Twenty One Pilots songs tend highlight that despite it all "life has a hopeful undertone" ( - Migraine). Sometimes targets will try to shield others like children or siblings from the wrath of their abuser, but sometimes the friends who stick around anyway do because know how it feels to live that way.
This was just my interpretation and maybe completely different from what the song is actually supposed to mean, but in some ways correlates with the story of Harley Quinn and the Joker. Enjoy the music and stay alive friens l-/