Malinconie is the plural of malinconia, meaning "melancholy" or "sadness". It's a more poetic and less common way to express sadness than everyday words like tristezza.
In the song, Gazzelle sings, "Ho preso tutte le mie bugie / Tre litri e mezzo di malinconie" (I took all my lies / Three and a half liters of melancholies). The use of malinconie in a quantifiable way, like
Have you ever felt so happy you wanted to shout it from the rooftops, but something held you back? In "Non Lo Dire A Nessuno," which means "Don't Tell Anyone," Gazzelle explores this very feeling. The song suggests that moments of pure joy, when "your head is spinning" and you feel "light," are private treasures. The lyrics warn that maybe "nobody cares" about your happiness, and if you fall from "your piece of sky," no one will be there to catch you, not even your "truest friend."
This sense of isolation is deepened by a powerful metaphor repeated throughout the song: "Io mi sono bevuto tutto" ("I drank it all up"). What did the singer drink? He tells us it's a cocktail of negativity, including "all my lies," "three and a half liters of melancholy," and the "trash" from his and someone else's foolishness. It's a song about internalizing pain and sadness, all while holding onto a small hope that things might become "less ugly for real."