The title of the first track comes from "The Wizard of Oz", in which the Wicked Witch of the West screams "Oh, what a world! What a world!" as she is melting away. Maurice Ravel's "Boléro" is musically referenced throughout the track. "I Don't Know What It Is" contains several allusions to the American sitcom "Three's Company", specifically the opening theme song, with phrases such as "Take a step that is new", "...thinks Three's Company", and "So I knock on the door". The lyrics "Taking the Santa Fe and the Atchison, Topeka" is a reference to Judy Garland's 1946 musical film "The Harvey Girls", which itself contains a reference to the Atchison, Topeka and Santa Fe Railway with the song "On the Atchison, Topeka and the Santa Fe". "I Don't Know What It Is" also mentions several geographic locations, including Calais, Dover, Poland, Limbo, and Lower Manhattan.