Bob Dylan is more of a poet than a musician. A lot of his "lyrics" are deliberately obscure, though some are not. Some are more like jokes, but his reputation often prevents people from laughing at them. The quote at the bottom of this page is from "Mississippi", a song of his which appears in various forms - the "official" version is on "Love and Theft", three alternate (and quite different) arrangements on "Tell Tale Signs", and there's a couple of rocking versions by The Chicks and Sheryl Crow, among others. On the other hand, I always though this lyric is about the sort of memory loss associated with old age:
"I can't even remember what it was I came here to get away from."
One of my favorite examples of Dylan's "obscure" lyrics is "Highlands", in a way a nod to Robert Burns, in a way pointing to his own reputation as an artist and making a joke about it.