Wendy was a real person, who contracted AIDS through her line of work (prostitution) and rather than let AIDS take over her life she committed suicide via a heroin OD. The song was written by Andy Prieboy (Wall of Voodoo) and sang by Johnette Napolitano. She thought the lyrics were really powerful and recorded it again with her band Concrete Blonde. I've had good friends die from AIDS, so...there's that: