Songfacts®:

• "Tryin' to Get to Heaven" is about a man who has experienced everything life has to offer and is now thinking about his place in the afterlife. It's sung in the first person, but Dylan frequently sings from the perspective of other people (both real and fictional).
  
  In the song, he recounts a rich life full of travel and adventure but punctuates every reverie with stabbing questions about whether or not any of it means anything. None of it seems to have given him much joy. This is a world-weary Dylan who has lived what most others would call a charmed but life but who still finds himself feeling empty.
• As he sings about his internal journey, Dylan also sings (albeit non-linearly) about an external one that has him moving from Missouri to New Orleans. The journey is bookended by the second and fourth verses.
  
  When I was in Missouri
  They would not let me be
  I had to leave there in a hurry
  I only saw what they let me see
  
  and
  
  I'm going down the river
  Down to New Orleans
  
  The river he's referring to is the Mississippi, which runs south through St. Louis, Missouri, and New Orleans, Louisiana, on its way to emptying into the Gulf of Mexico.
  
  We never find out if he makes it to New Orleans because the final verse has him back in his parlor at home, reliving old dreams and wondering if any of them actually mattered at all.
• I've been walking that lonesome valley
  
  "Lonesome Valley" is a traditional American gospel song. There's a version of it by by The Fairfield Four on the soundtrack to the 2000 Coen Brothers film O Brother, Where art Thou?
• Dylan may have borrowed the title and chorus line from a gospel song titled "Wake Me, Shake Me." That line goes:
  
  Try to make it in due time
  Before the heaven doors close
  
  In 1966, The Blues Project covered "Wake Me, Shake Me." One of the members of that band was Al Kooper, who was a friend and frequent collaborator with Dylan. Dylan may be familiar with the song through that channel, though he also might have heard it in the original, of course. Either way, the lines are awfully similar.
• When I was in Missouri
  They would not let me be
  
  This line is borrowed from a 1928 Furry Lewis song titled "I Will Turn Your Money Green." The same song includes the line "I been down so long, it seem like up to me," which ended up in the Doors song "Been Down So Long."
• David Bowie recorded this in February 1998 during the mixing sessions for his live album LiveAndWell.com. He co-produced the track with his then-lead guitarist Reeves Gabrels and another member of his then-current touring band, multi-instrumentalist Mark Plati. It remained unheard until January 8, 2021, when the rock icon's cover was released for the first time, to mark what would have been his 74th birthday.