Originated from My Chemical Romance's album title and video clip "Welcome To The Black Parade", "the Black Parade" means "life after death" or "death" or anything similar to it. Therefore, the phrase "Join the Black Parade" means "to die".
"She joined the Black Parade last night"
Meaning: "She died last night"
"I wanna join the Black Parade"
Meaning: " I wanna die"
"See you in the Black Parade!"
Meaning: "See you in life after death!"
MCR rocks my world!! Give a cheer to all the broken!!
P/S: Gerard's smile is heavenly but Gerard's hair is fatal.
Anyway, he still got the good looks.