I was just watching a lyric video of 'I Burn' when I confirmed my lyric theory: The lyrics of the songs tell about the characters.
Look! It goes Ruby, Weiss, Blake, Yang! I'll write the characters in brackets:

Red like roses fills my dreams and brings me to the place you rest. (Ruby)
White is cold and always yearning, burdened by a royal test. (Weiss)
Black the beast descends from shadows. (Blake)
Yellow beauty burns gold. (Yang)

Mirror tell me something, tell me who's the loneliest of all.
Mirror, fear of what's inside of me, tell me can a heart be turned to stone? (Weiss)

Born with no life
Into subjugation
Treated like worthless animal
Stripped of
All rights
Just a lesser being
Crushed by
Cruel worthless human rule
When it started
All we wanted was a chance to live our lives
Now in darkness
Taking anything we want and we will rise
We'll rise
Well rise
From shadows well descend upon the world
Take back what you stole
From shadows well reclaim our destiny
Set out future free
And well rise
And well rise
Above the darkness and the shame
Above the torture and the pain
Above the ridicule and hate
Above the binding of our fate (Blake)

Come at me
And you'll see
I'm more than meets the eye
You think that
You'll break me
You're gonna find in time
You're standing too close to a flame that's burning
Hotter than the sun in the middle of July
Sending out your army but you still can't win
Listen up silly boy cuz I'm gonna tell you why

I burn
Can't hold me now
You got nothing that can stop me
I burn
Swing all you want
Like a fever i will take you down (Yang)