Other words don't try to put your heart in a headcase
He is saying that he has damaged this girl straight to the heart but she is still trying to get in his life. Eminem often considers himself insane, or a “headcase”, so he is telling this woman who still wants to be in his life to not try to put her damaged self in his already insane mind and life.
Em is known to stop a beat at the end of a good punch line so the listener can fully understand. Not the play on baggage/headcase
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