Trouble
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The speaker describes trouble and worry as long-running burdens that keep returning. Each time he begins to recover, trouble seems to knock him down again, and worry fills his thoughts. The emotional movement is from weariness and loneliness toward comfort: he says a woman has saved him, and the ending becomes warmer as he expresses love and gratitude.
The repeated image of trouble โdogginโโ his soul suggests a problem that follows him persistently, like a dog on someoneโs heels. Being knocked down and getting back on his feet are familiar ways to describe hardship and attempts to recover. The line that worry feels like his only friend is likely an exaggeration: it conveys how constant worry has become, not that he truly values it. By contrast, the womanโs love and affection offer relief and steadiness.
โSavedโ may mean that the womanโs care has helped him through emotional hardship, rather than literal rescue. The refrain that she โwonโt let me goโ can sound reassuring: she stays with him and supports him. It could also suggest a strong hold on him, though the affectionate ending makes the positive reading more likely. The lyrics do not explain what caused his troubles, so the source of his distress remains open.