"Set the World Afire" was the first song frontman Dave Mustaine wrote after being kicked out of Metallica.
Though some fans have called it "the cupcake song" in concert, in reference to its perceived origin,[2] Mustaine has clarified that the lyrics were written on the backing of a Sno Balls cake.
[3] The song was originally titled "Megadeath", inspired by a political pamphlet written by Senator Alan Cranston that Mustaine had read on the bus ride home after being kicked out.
When you’re thinking about ruling the club circuit and playing the arenas, and unsafe sex and drugs and alcohol and parties and fighting and speeding down the roads, the thought of someone not liking your band because the name’s “Megadeth’—it’s like, ‘Fuck you, it’s your loss.’ But when you’re trying to get on the radio that’s something else entirely.The lyrics of the song are about nuclear holocaust.
[12] The song (known as "Burnt Offerings" at the time) was played at the first ever Megadeth concert which took place on February 17, 1984, in Berkeley at Ruthie's Inn with Mustaine on vocals, lead and rhythm guitar, Kerry King on guitar, David Ellefson on bass and backing vocals and Lee Rauch on drums.