The Birthday Massacre/WMG
The video for Blue is about trying to escape from a fantasy world involving a Dark World.
So the idea is, the band are stuck in one half of the Dark World, most of them disabled (i.e., frozen above the room) to try to stop them from escaping. Chibi rips the arms off the dolls and draws the path through the Dark World to lead all the dark!band members to the room where the hole full of black paint/white light is, since that's the portal. Chibi's idea is that by destroying/killing the doll that represents her, she'll either destroy the world or escape from it. Instead, it dies, and so does she. End video.
Happy Birthday is about a totally innocent childhood prank (maybe gone wrong) on an older brother's birthday.
A boy is having a birthday party, and his little sister and a few of her friends sneak into the party and stick gum in each of the the party-goers' hair. The black and white dress turning black and red is either from the forementioned sister suddenly getting her period(!), OR from her/her friends eating/drinking some kind of red, drippy confection/drink (Kool-Aid?) that was meant for the guests only. For the former, everyone laughs at her and she gets angry and threatens to bash their heads in. They laugh even harder and one of the older brother's friends goes something along the lines of "It's a birthday massacre!! Look, there's already blood and death threats!".
For the latter, the younger sister and her friends kiss each of the older party guests, getting the Kool-Aid all over their face, including the older brother, shouting "HAPPY BIRTHDAY, AND DON'T FORGET TO SMILE" with one of the friends getting it all on a video camera for future lulz, finally wishing them a false goodnight, giggling and then running away into the girl's room, locking the door. The "bash them in" is the older brother getting mad, running after them, threatening to bash their heads, furiousy banging on the door and shouting "You're a murdered tramp!" at his little sister. She mocks him by shouting back "You're a murder boy, birthday boy!". The friends make it their new in-joke by constantly saying "I'm a murder tramp, birthday boy!" and pretending they were all murdered. They all later on call it "The Birthday Massacre" jokingly.
"Play Dead" is the prequel to "Happy Birthday".
"Play Dead" talks about how horrible boys and girls are, and in the second verse, the narrator says 'I'll cast you a spell/a magic where everyone plays dead forever'. What if the narrator roped whoever she's talking to into killing all their tormentors?