The next four lines in the second verse ("I was living to run and running to live/Never worried about paying or even how much owed/Movin eight miles a minute for months at a time/Breaking all the rules that would bend") refer back to his days of being a drifter when he had not a care in the world. Then the last lines ("I began to find myself searching/Searching for shelter again and again/Against the wind") refer to how he started to avoid going in his own direction and being his own person.

So basically, this verse is about his realization that he lost himself and how and when he lost himself.