"Rex's Blues" is a melancholic song about a person's struggle with life and the inevitability of death. The lyrics describe the blue wind, which is a metaphor for freedom and adventure. However, the blue wind leads the protagonist down to misery. Despite this, the protagonist finds ways to cope with life's struggles, such as gambling and drinking. The song's title refers to a character named Rex, who is mentioned in the lyrics. Though it's unclear who Rex is exactly, it's likely that he's a friend or acquaintance of the protagonist. The verses also touch upon the theme of mortality. The lines "All born to grow and grown to die" are particularly poignant. The protagonist acknowledges that life is short and in the end, we all meet the same fate. The chorus repeats the phrase "Ride the blue wind high and free" which suggests that the protagonist is choosing to embrace life's ups and downs and experience it fully, even if it leads to sorrow. The last line of the song, "Alone and low as low can be" emphasizes the lonely and inevitable nature of death. Overall, "Rex's Blues" is a song that explores the human condition and encourages us to embrace life's hardships, even if they lead us down the dark path.