You guys are all pretty good with this, but you're forgetting a pretty big part of the song: the first two stanzas.
Eerie whispers
trapped beneath my pillow
won't let me sleep
your memories
I know you're in this room
I'm sure I heard you sigh
floating in-between
where our worlds collide
From there, he goes straight to saying "It scares the hell out of me." Look at how supernatural the above lyrics actually are. The first stanza could simply be a statement on memories of those he's lost, or it could be more. For the second stanza, there is no mistake: he's acknowledging SOMETHING supernatural. However, he doesn't know what it is, he doesn't understand it, and it terrifies him. I imagine god coming to someone, and that person not understanding god, and being floored by fear.
This is consistent with some of Bellamy's other songs. Though he is an atheist, he has expressed a kind of ode to religion in songs like Glorious. It would seem like religion is something that he feels no animosity toward, maybe even a desire for, but lacks the capability to believe in.