Hallelujah

go here link
and look under season 1 songs.
there is no song called Hallelujah but maybe it has a different title.

You must be refering to damien rice "Delicate"

"So why'd you sing Hallelujah, if it means nothing to you"

I don't recall if they used this song in Season 1 or not but there is a song called "Hallelujah" by Leonard Cohen. I most recently heard it on the "Watchmen" soundtrack, but it's a classic.