This track, written by Steve about his ex-wife, captures the veteran bluesman and former Led Zeppelin bassist John Paul Jones casually playing guitar and mandolin together on a couch. Jones also plays lap ukulele and fretless gourd banjo. "It's real primitive," Steve told Mojo. "John plays that thing right down in the Mississippi mud. I sat there with my mouth open."
Kacey Musgraves originally offered "Follow Your Arrow" to her friend Katy Perry. However, Perry thought Musgraves should record the song herself as it seemed, "like something that you would totally say."