On The Black Parade he dubbed himself “the savior of the broken, the beaten, and the damned,” and he established for the band the modest goal of rescuing the world. “I thought if we made an album that tried to change the world, or give it hope, it would really happen,” Way says, cheerfully. “But all people found was death and destruction and misery and self-hate. I learned that the world doesn’t want to be saved, and it will fucking punch you in the face if you try.”
…
You’re no one’s savior, you mean.

“Hell no.” He pauses. “But that was a fun image to play with. Because even if you miss the mark, you’re probably gonna be a pretty remarkable person. Shoot for savior, and end up being rad.”