As with the band's previous album, October Rust, this album also has a "joke intro": in this case, the intro, appropriately titled "Skip It", is 11 seconds of staccato band noise, meant to sound as if the listener's CD player is skipping. Cassette versions had the noise of a tape being "eaten" by the tape player. The track ends with what is presumably the guitarist, Kenny Hickey, shouting, "Sucker!"
The first song, "White Slavery", deals with cocaineaddiction. Two other songs, "Everyone I Love Is Dead" and "Everything Dies", touch on the difficulties of watching family members and loved ones die. Another track, "Who Will Save the Sane?" incorporates, among other oddities, Peter Steele reciting the number pi truncated to 9 decimal places (3.141592653). The album contains three "soundscape" tracks, which are named after internal organs, as segues between songs. Each of these songs is intended to suggest the possibilities of the deaths band members may suffer: "Sinus" as death from cocaine use, "Liver" as death through alcohol abuse and "Lung" as death from smoking. In an ironic foreboding, Steele once told a close friend that he could not bear to listen to "Sinus" after it was mixed and completed, because the sound of the heartbeat escalating to its furious pace after the cocaine-snorting sound effect actually drove him to the point of an anxiety attack because of its realism. Also included, at the end of the CD, is yet another cover song, this one a medley of three Beatles songs.
The reversed vocal technique of backmasking is used in several places on the album; some segments are more audibly apparent than others. In particular, backmasking during the intro section of "Creepy Green Light", which was originally titled "Spooky Green Light", refers to a third-person "spell" of a friend's intention to be reunited with a dead spouse.
When Type O Negative was still intact, the band had mixed opinions about the music on World Coming Down. The keyboard player and producer Josh Silver felt that the music was strong, while the bass guitarist and principal songwriter Peter Steele had said the songs were too strongly connected to an uncomfortable period in his life. Live shows performed since the initial tour to support World Coming Down usually had very few, if any, selections from the album in the set list. However, the band often played the song "World Coming Down" in its entirety during the Dead Again tour.