I'm sure I heard Bob Dylan when I was growing up: Blowin' in the Wind and things like that. But it really started in my first year at university, in 1986, when I was 17, with the first guy I met in freshers week, Jeff. He played Dylan all the time. We got a flat together and my bedroom was next to his. I thought I didn't like Bob Dylan, maybe because of his caustic voice. Perhaps I was scared of it, like a very sharp knife. But I heard songs again and again through the wall. Jeff would play albums I'd never heard of, like Street Legal and Empire Burlesque – at the time, I think that was Dylan's latest album.

Jeff also gave me tapes, including a bootleg of the Bootleg Tapes that I still play. I have a lot of cassettes from that time and a car that plays tapes, so I still listen to Jeff's bootleg when I'm driving. I love the Bootleg Series: those funny versions of songs often seem better than the official versions. They haven't been cleaned up.

I got into Bob Dylan, again, because of the 1997 album Time Out of Mind, which seemed like the start of a whole new thing. It's the most beautiful, peaceful music, but also the funniest, most thoughtful and stupid music I could possibly imagine. It feels like it's got everything in it, but without necessarily making sense. Things fly in from left, right and centre. There are different ideas, turns of phrase, beautiful pieces of music, catchy bits, but it's mysterious and I can't understand it. It doesn't add up. One song, Highlands, is 15 minutes long and sounds as though he's just making the story up as he goes along. It's brilliant. It reminds me of something I'm told the painter Gerhard Richter once said: "I want my work to be stupid, like nature."

Another favourite is the 1973 covers album Dylan. It's got Mr Bojangles, the Elvis song Can't Help Falling in Love, and a song called Spanish is the Loving Tongue which is amazing. When people do other people's songs, it feels like they're free – exactly because it's not their own work. They're free of themselves, of their own whatever it's called. Maybe that freedom is what makes certain cover versions so good.

I don't know what an artist is, but I'd say if anyone is one, Bob Dylan is. He is similar to Picasso, in having had many different phases, trying lots of different things and not stopping. Anyone who is satisfied and thinks they have it all worked out – I think that's bollocks. It's not nice.

What I find inspiring about him is that it feels like he really does try to live his life as himself, or as the person he finds himself living in. If he decides to make a funny album or an album of Christmas songs, that is what he does. His work doesn't add up. He follows his nose, long and winding as it is.

In brief

Born: Robert Allen Zimmerman, 24 May 1941, in Duluth, Minnesota.
Way in: The Bootleg Series Vols 1-3 (Rare and Unreleased), 1961-1991.
Key work: Time Out of Mind (1997).
In three words: Freewheelin'. Blowin'. Knockin'.