Lyric discussion by Unpredictable 

Whoever said it was about death was absolutely right. It is an imaginative combining of the process of dying ("my senses have been stripped"), longing to go on that trip (an obvious pun), and the eventual funeral procession - what else could his own parade mean? He is still there "not sleepy" , feeling his soul fade as they lay him to rest, to the music of a tambourine.

See this link for New Orleans parades and funerals

nola.com/mardigras/about/index.ssf

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