Ballad of a Thin Man

"Ballad of a Thin Man" is a song written by Bob Dylan, originally released in 1965.
I personally love this song a lot. As described in wikipedia

"A dark and menacing sounding song, "Ballad of a Thin Man" addresses a certain "Mr. Jones", telling him that he simply doesn't know what's "happening." The song's lyrics have Mr. Jones facing a wild, nonsensical, and hallucinatory world and the character is portrayed as a clueless poser who cannot deal with it all."

I started to ask myself why I'm so in love with it. The best answer I can find right now is because I'm not satisfy with myself but I don't know what I wanted to do or how can I get out of it.

"Because you know something is happening , but you don't know what it is"

This song was covered by Kula Shaker in Kollected: Best of Kula Shaker.
The lyrics is changed a little from original version , some parts are left out.
However, it still preserve the main idea of the song.

Can you tell me what the lyrics is about ? Let's see

Now you see this one-eyed midget
Shouting the word "NOW"
And you say, "For what reason?"
And he says, "How?"
And you say, "What does this mean?"
And he screams back, "You're a cow
Give me some milk
Or else go home"