When I was a wee boy, I felt like an outsider. I didn’t fit in anywhere. As a boy I could never follow the established rules and paths that could lead to the kind of success other boys achieved.

The one thing that made me feel less of an outsider was to be alone on the road. I’d leave the house and just start walking.

I realised that if I fitted in anywhere in the world, it was here, just rambling along to nowhere in particular.

I never worried about getting lost. Nobody’s ever really lost. You just walk until you become unlost.When I was in my twenties, I thought it was possible that I could live off my wits and just when I needed to I could play music and tell stories – a bit like a mediaeval troubadour.

The call of the road was so strong in me that, even after I was married to my wife Pamela Stephenson, I once proposed I should become a full-time hobo. I’d stride out onto the open road and just turn up at home whenever I needed money.

I dearly wish that conversation had gone a bit better than it did. I think any man or woman who’s got a faraway look in their eyes is a Rambling Man.

To be a Rambling Man, you don’t have to live your life on the road. It’s more a state of mind. An ideal.

The feeling of being on a motorbike is second to none. I once had a great biker jacket made for a tour I did of New Zealand. The name of that tour, “Too Old To Die Young”, was written on the back in Hells Angel-style typography and with a logo of a skull. A woman in Los Angeles created it for me. She told me she had to get permission from the Hells Angels team because they are quite particular about their style and trademarks.

Anyway, I was out riding by myself one morning in Wellington wearing my jacket when I realised I was being flanked by teamsters from the Mongrel Mob – that’s the largest biker gang in New Zealand, and it has quite a reputation. They surrounded me at some traffic lights and pulled me into a side street.

I felt quite vulnerable because I was completely alone. One of them asked, “Where’d you get your jacket?” I said a girl in LA got permission from the Hells Angels. They went away and had a little conference, then came back and said: “That’s Okay.” They backed off and let me go.

America is another great country for riding a motorcycle. Route 66 is the most famous road in the world. It’s come to represent the idea of escape, freedom and adventure, so naturally Rambling Men are drawn to it. I rode my trike for more than 2,000 miles along it, from Chicago to LA, while making a TV show about the journey.

St Louis, Missouri, is the biggest city along Route 66 and it’s where I climbed inside the famous Gateway Arch. Nine hundred tons of stainless steel and hollow inside, it’s a tribute to the great hunters and explorers of the West. In Stanton, Missouri, I visited the Meramec Caverns, a place they advertised as the outlaw Jesse James’s hideout. It’s a proper cave with several levels and beautiful formations. In Albuquerque, New Mexico, I was driving 300 miles from Payson, Arizona, and I thought I was on the home stretch.

Maybe I became overconfident, because next thing I knew I was recovering from a busted knee and broken rib. My throttle had jammed on cruise control and I lost control of my bike. It wasn’t long before I was full of painkillers and well on the mend. I’ve had tons of injuries on the road over the years, but a Rambling Man accepts that.

Monument Valley, Arizona, is not on Route 66 but I couldn’t resist taking a detour 150 miles north to see it. It’s a place sacred to the Navajo tribe, and very special to me. After all the cowboy movies I watched as a boy in Glasgow, I felt like I’d already been there.

My rib and knee were not yet healed so, when I was offered a session with a medicine man, I willingly submitted to his magic. He used sacred stones, amulets, feathers, crystals and a fire of cedar chips and it was all deeply spiritual until his mobile phone rang.

After a brief conversation with a telemarketer, drummers began to play, and I was told to waft my hands over the fire. Next day my rib felt exactly the same, but I was swept away by the intensity, the mystery and the sincerity of the ceremony. In Flagstaff, Arizona, I learnt astronomer Percival Lowell had set up an observatory and discovered the planet Pluto. Lucky bugger.

If they knew the real truth about the universe, they’d put a giant teacup on the road outside the Lowell Observatory to illustrate my own Teacup Theory of Space. See, I believe we are just part of a big cup of tea, sitting on the arm of a giant easy chair in space.

You can talk about myriad universes and black holes as much as you like, but I think my simple explanation is one that astronomers will come to accept in future times.

A Rambling Man is drawn to anything that gets you from A to B, and ferries are often used because they’re so handy. I think the best parts of cities are often the waterside areas. I enjoy being by the harbour in Auckland, New Zealand.

My wife Pamela was born near there, and she has scores of relatives who have Maori heritage. New Zealanders are immensely fond of yachting and seafaring and they’re very good at it.

On Saturdays they go out and sail.

They have a very different kind of boat race near Alice Springs in Australia: the Henley-on-Todd Regatta. Australians are wonderfully irreverent, so it’s no wonder they dreamed up something to take the p*** out of the famous posh regatta at Henley-on-Thames.

But there’s one big difference, there’s no water in the Todd River, so they just cut the arse out of their boats and put a sail up. Then, eight to ten people get inside each boat, hold the sides and run along the sandy dry riverbed.

It’s supposed to be an annual event but, on rare occasions when it’s rained, the fun is ruined and they have to cancel the boat race because the river starts to fill up.

That kind of nonsense is delightful to me. I’ve never grown up. I’ve never become a man. I’m immature. I’m a manchild. For instance, I’ve little interest in polo, but when my manager said: “How would you like to go to Nepal and play polo on an elephant?”, I said: “I was just about to ask you if I could do that.” When I arrived at the famous hotel called Tiger Tops, everyone else was in smart breeches and high polo boots, but I was stuck with khaki pants and a pair of desert boots. Next day we went to the polo field in the foothills of the Himalayas.

The celebrity team was me, Ringo Starr and his wife Barbara Bach, Steve Strange and Max Boyce, what a weird collection of people. The other team was made up of proper polo players, Nepalese guys who worked for King Mahendra, the King of Nepal. It was he who hosted the game, sponsored by Cartier. I was told to get on my elephant, but nobody showed me how, so I just improvised. I ran at it from behind, jumped on and put my feet behind its head.

We got beaten in the end. Well, of course we did – none of us knew what we were doing.

Rambling Men love playing tricks on people for a bit of fun. When I was touring with Gerry Rafferty I liked playing elaborate pranks. Once Gerry and I were playing Jimmy Logan’s Metropole Theatre in Glasgow, and there were a lot of folk acts. We were looking round backstage for things to do, and we found a fairly lifelike rubber snake.

We tied this snake to a riser microphone that was sitting below stage on a small mechanical platform, ready to rise vertically onto the stage. As the next singer, a female folkie, walked towards the audience, the mic rose up for her and just as she reached it, she saw the snake and screamed.

The minute I met Ralph McTell I knew he was a fellow Rambling Man.

He played an acoustic guitar and sang wonderful songs about searching, longing and discovery.

I became his friend, which was a wonderful thing, being a friend of a guy who was the real deal. We understood each other. Ralph wrote and sang the marvellous song Streets of London, which is a kind of Rambling Man anthem.

My all time country music hero Hank Williams, who sang Long Gone Lonesome Blues, is buried in Birmingham, Alabama. He was The Man. There was a border of stones around his grave. You’re not supposed to take one, but I couldn’t resist.

I’ve always liked graveyards. I like reading the headstones. Lots of them have Bob Dylan’s line “Forever Young” written on them. Pish.

We’re not forever young. We’re forever decomposing. “Forever Dead” would be more fitting.

I was thinking, I’d like: “Jesus Christ, is that the time already?” on mine but Pamela was shaky about it, so we settled on “You’re standing on my balls” in tiny wee writing.

I’ve never been scared of graveyards. I always felt kind of welcome there. I used to walk around in graveyards when I was a kid, but I haven’t the foggiest idea why. I did a whole TV series in the US about death called The Big Send Off. It explored the one certainty in life – that we’re going to die.

Reports of my own recent demise have been greatly exaggerated.

There was a week a few years ago where on Monday I got hearing aids, Tuesday I got pills for heartburn, and Wednesday I received news that I had prostate cancer and Parkinson’s disease.

But despite all that, I never ever felt close to dying. And it felt good talking about death and telling the truth about it.

You have to view death from a practical point of view. There’s a great sense of relief about doing that – a sense of release.

My pal Eric Idle said he wants fireworks and an element of dressing up. Maybe even a cashpoint in his cask so it’s a useful visit.

His song Always Look on the Bright Side of Life has long been a favourite funeral song. Some say you only die the last time somebody says your name.

I haven’t made up my mind about my burial place, but I’m thinking instead of a headstone, a table on an island in Loch Lomond for fishermen to picnic on would be nice.

• Extracted by James Murray from Rambling Man: My Life on the Road, by Billy Connolly (Two Roads, £25). For free UK P&P, visit expressbookshop.com or call Express Bookshop on 020 3176 3832