It was written by Jackson Browne, who was dating Nico at the time. Here Jackson performs it solo with an acoustic guitar:
Some people say Gregg Allman's cover is even better:
I prefer Jackson's studio version. It's from his second album, "For Everyman", and here Jackson is supported by a terrific band, including David Lindley on lap steel.
I learned this arrangement for a concert at which we never actually played it. It all sounds easy and most of it is. The exceptions are the steel guitar solos, which are full of exquisite detail and nearly unplayable for that reason alone. They're not fast; they're not flashy; they're "only" precise and gorgeous!
A guy could learn a lot from "Mister Dave", and I'm pretty sure I'm not the only one who's done so.
A guy could learn a lot from Jackson, too. Have a good look at this lyric:
Well I've been out walking
I don't do that much talking these days
These days
These days I seem to think a lot
About the things that I forgot to do
For you
And all the times I had the chance to
And I had a lover
It's so hard to risk another these days
These days
Now if I seem to be afraid
To live the life I have made in song
Well it's just that I've been losing so long
Well I'll keep on moving
Things are bound to be improving these days
These days
These days I sit on corner stones
And count the time in quarter tones to ten, my friend
Don't confront me with my failures
I had not forgotten them