Well, they'll stone you when you're trying to be so good
Dylan uses the term figuratively but literally stoning is a form of capital punishment for committing a crime. Among other places, it is described in the Old Testament of the Bible. For example, Deut. 13:10, “So you shall stone him to death because he has sought to seduce you from the LORD your God…”
The double meaning for “getting stoned”, meaning getting drunk or high, comes in later in the song.
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