Those are the final words we're left with at the conclusion of the series. If you're a fan of The Beatles, then you know this phrase - it was one of their songs from their last album Abbey Road. What does it mean? People have many speculations on it.
Probably one of the most prominent meanings on can draw from the saying is that one must carry the weight of the past, as CB has heavy emphasis on how the past plays so much on the characters' present stories. Each one carries their past like a burden - and since the series is about Spike's story overall, we see this effect most prominently on him. Up until the moment he collapses on those steps after his final blaze of glory, he was carrying the weight of the past on himself.
The phrase, it reflects that we will carry that weight - the load that is our past and the hopes and dreams for the future.
We'll carry that weight, because our lives, hopes, and dreams keep on going, even if Spike's may not. So, does that final phrase address us, the viewers, on a personal aspect? It very well might; for we too now know the burden Spike carried, and in that way, we carry the weight of his past, too.