From an interview with Westworld:

When I made that video I sent out a brief to the video director that we approached. What I said is that I wanted to capture the feeling of epiphany from films I loved in my childhood like E.T., The Goonies and The Karate Kid and even Donnie Darko. I called them my “hoodie movies” because it’s all boys with hoodies and usually at some point they’ll all get on bikes and that’s a symbolic reference to breaking out of their suburban trappings and going on this journey of self-discovery and this contact with the outside world as something mysterious, shocking, great and frightening. I really wanted the video to capture that exact feeling. Everyone came up with different narratives and complicated videos and Dougal Wilson came up with that thing of just me riding my bike and the boys come out and we put animal heads on. My illustrations of that time had people with animal heads. It brought in the Bat For Lashes visual symbols and it was a nice collaboration with the director.

In a Q&A session in 2013, she said:

What’s your favourite music video that you made so far?
I have a soft spot for the “What’s a Girl to Do?” video with the bikes just because it was the first video that I did that it felt like I was in my own brain. I just remember being in it and I’d been drawing people with animal heads, forests and trees, and there are Halloween kids and there’s cars on fire. I felt like I was in a David Lynch film, but for real. It was the most brilliant experience, I was so happy with that video, although we shot it for like – I think it took 22 hours to shoot it. And when they sent the film off, it was corrupt. It didn’t develop. So we had to go back to it again, but it was worth it in the end.