Aferrado comes from the verb aferrar, which means "to grasp" or "to cling to" tightly. It implies a sense of desperation, of not wanting to let go.
In this powerful ballad, Ricky Martin sings of "noches en vela aferrado a mi almohada" (sleepless nights clinging to my pillow). This creates a vivid and heart-wrenching image of loneliness and longing, perfectly capturing the raw emotion of the song.
This song is pure, uncut drama, and that's why it's so great. Ricky Martin plays a man who has made a terrible, terrible mistake. He admits it right away: "fui yo a decirte que no" (it was me who told you no). He pushed someone away, and now he's completely falling apart, realizing he can't live without them.
He's not subtle about his regret. He's practically shouting from the rooftops, begging his ex to "Vuelve, que sin ti la vida se me va" (Come back, because without you my life is slipping away). He describes sleepless nights clinging to his pillow and how he's tried dating other people but "No es igual, no es lo mismo" (It's not the same). It's a powerful, desperate plea from someone who knows they messed up and is willing to do anything to fix it.