Lyric discussion by Wingdingo 

Cover art for Sec Walkin' lyrics by My Morning Jacket

Oh my Jim James is a clever and sneaky bastard. My case:

http://dictionary.reference.com/browse/Sec

Mind = blown.

Either we have just a regular walk through a town on a cold dry day or a song about two different walks, one where he's happy with the world, and the other where he's wary of the dangers of the world.