To learn Bob Dylan - Lay, Lady, Lay chords, these are the chords to practise in sequence: Bm, A, C#m, G, Bm, C#m and Bm. Kick off your practice at a gentle 78 BPM, then escalate to the song's tempo of 156 BPM. Fine-tune the capo based on your vocal range, ensuring it complements the key of A Major.