Abrigue comes from the verb abrigar, which means to shelter, protect, or bundle up to keep warm. It is a comforting Spanish word that is typically associated with wearing a thick winter coat or wrapping up in a blanket.
In this song, Enrique Iglesias uses it metaphorically to describe his profound loneliness after a breakup. He sings, "Tengo frío y no hay quién me abrigue" (I am cold and there is no one to keep me warm), beautifully using the physical need for warmth to express how much he misses his partner's embrace.
This song is a massive apology from someone who knows they completely messed up. Enrique Iglesias isn't making excuses here; he comes right out and says, "Y yo me declaro culpable / Por todas las veces que te traicioné" (And I plead guilty / For all the times I betrayed you). He cheated, and now that she's gone, he's finally realizing what he lost. He hears she's changed, staying out late and that her old friends don't even know her anymore. He takes all the blame for this transformation, admitting he made her suffer.
The whole song is basically him listing his regrets. He's haunted by her memory, saying, "Tu recuerdo me sigue / Me maltrata, ma', me persigue" (Your memory follows me / It mistreats me, babe, it chases me). He has money, but it doesn't fix his broken heart. Now he wants to give her everything he failed to give her before. He begs her to come back, reminding her they've been together since they were kids. It's a classic case of not knowing what you've got 'til it's gone, and he's hoping it's not too late for a second chance.