What does "station" mean here?
Here, "station" means place, social rank, or position in life. When the singer says "never said I wanted to improve my station," she means that she has no intention to improve her social position or rank. The expression "improve his/her/your/my station" is commonly used. Ex: June didn't have a lot growing up, but she was able to improve her station by getting a good job when she grew up. Ex: Do you want to improve your station in life? Then you have to work really hard.
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