“It stings in the
shower” refers to mental health and thoughts that you may have pushed away become more vivid in the shower, and clearer to remember. It also referrers to the fact that depression can be stronger in the shower, and that self-harm provoking words
will “sting”.
Another interpretation is that if you have recently self-harmed (cut yourself) the shower
water may sting it. That is also what it could mean.