First off, if Mr. Dylan were truly trying to get the lady in his big brass bed, he would have told her, "Lie Lady Lie" and, captured by his exquisite grammar, she might have given in. Doubtless, she left immediately upon hearing the phrase and Mr. Dylan was forced to work on his songwriting all by himself. Perhaps he devoted his lonely time to co-writing the lyrics for Mr. Clapton's song Lay Down Sally, as both of the songs erroneously use lay for lie.
Here is how you remember when to use lay and when to use lie:
Lay requires a direct object and lie does not. You lie down on the big brass bed. You lay your guitar down on the big brass bed.
If it is a person getting horizontal by himself, it's lie, if a person is putting something down, including another person, it's lay.
Just to completely befuddle you, you use lay for the past tense of lie, as in "Last night I lay down and went to sleep." And as a past participle, you would say, "Last night I had lain down to go to sleep, when I heard a noise."
Now, to take it a step further, it is also not uncommon to hear lay as past-tense for laid, as in, "He lay the package down on the table." This is wrong.
Say instead, "He laid the package down on the table."
If Mr. Dylan had known this, he might have gotten laid more often but then again, we wouldn't have the wealth of Mr. Dylan's songs to clutter up open mike coffee houses around the world.
Grammar Girl talks about this too, here: https://www.quickanddirtytips.com/education/grammar/lay-versus-lie
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