Nope. It was the remains of the singer’s fetus after having a do-it-yourself abortion! (IIRC, that was one of the popular “urban myth” explanations.)
I have to wonder how he know the train he heard in Folsom was going to San Antonio.
Anyway, mysteries: there’s the fate of the protagonist in Tom Waits’ “Swordfishtrombone”:
Now some say he’s doing the obituary mambo
and some say he’s hanging on the wall
perhaps this yarn’s the only thing that holds this man together
some say he was never here at all
And the whereabouts of the eponymous Bill in Camper Van Beethoven’s “Where the Hell is Bill?”:
Maybe he went to get a mohawk
And maybe he went to get some gnarly thrash boots
Maybe he went to go ride his skateboard
Maybe he went to see the Circle Jerks
We never find out why the company had a sign saying “Long-Haired Freaky People Need Not Apply”. The hippie goes in to ask why, but gets sidetracked by an impromptu job offer.
How can you mend a broken heart? How can a loser ever win? How can you stop the sun from Shining? What makes the world go 'round?
What does “Doo Wah Diddy” mean?
Who taught the Thompson Twins, Timbuk 3 and the Ben Folds Five how to count?
Seriously… Was Natalie Merchant’s song “Wonder” about the Elephant Man?
Who the fuck is Alice?
Let’s start with the basics:
What’s that smell? Can’t you smell that smell?
Really, did something die in there? 
The one you’re supposed to ask? (Alice Liddell, of course.)
Or the one who owns the restaurant? (No idea.)
Stop, hey, what’s that sound?
Go ask her. I think she’ll know.
Not to mention this one from Mule Variations:
He has a router
And a table saw… and you
Won’t believe what Mr. Sticha saw
There’s poison underneath the sink
Of course… But there’s also
Enough formaldehyde to choke
A horse…
What’s He Building In There?
What really happened in that mine?
Was he from the House of Lords?
I always figured it was gay sex, which was “against the law” in many states back then – and that the Mama Pajama caught them in bed; they hung out at the schoolyard at some other time. But alternate explanations are always arguable. Really, a lot of Simon & Garfunkel – and later Paul Simon – songs have cryptic lyrics. I love to sing “You Can Call Me Al” whenever I can find it in the karaoke book, I’ve done it dozens of times, but don’t ask me what it means.
Who wants to ride that chrome three-wheeler?
What? What is a chrome three-wheeler other than a child’s tricycle, and if so, how does that relate to Fire Lake?
I imagine Bob was talking about something like this. I surely do hope so anyroad. 
possibly - but they’re arresting him “for the killing of the deputy”, so the deputy is dead. so, yeah, who did shoot him?
As for Delta Dawn - is she imagining a fella? or did she have a one night stand with him 25 years ago just before he was sent to prison and is being let out now?
Seems slightly more likely than a child’s tricycle, but I don’t know how it relates to "going down to Fire Lake’ which is clearly a metaphor for a place where the living is fast, the girls are easy and life is cheap.
King Arthur, Gwenevere, & I are still wondering…What Do The Simple Folk Do?
… I’m a man, and so is Lola.
Just what are the other 45 ways to leave your lover?
Why did Aneka’s Japanese boy leave? Was it something she said or did?