You know, if you use your brain and think about the song, it makes sense. If you love someone, and you're willing to do anything to keep them happy, safe, etc then you'd catch a grenade for them. Its a figure of speech. My mom used to tell me shed jump into flames for us if it would save us. If you look at yourself in the future, in love with someone, you'd know that you'd do the same to keep them safe. You'd take the impact of a bullet, you'd jump into flames, you'd take your life to save theirs.
Its all about love, something many of you haven't experienced yet apparently if you're so god damned immature as this.