He played that sad raggy tune like a musical fool (13)
"Raggy" is a combination between "ragtime" and "raggedy" and implies poverty. Way back in the day, the Fool (think court jester) was this guy who would sing songs and tell jokes for money. He was the Duff Man (from The Simpsons) of the Renaissance; like Duff Man, he would go through bouts of melancholy.
"Ain't got nobody in all this world" (19)
Loneliness is a pretty universal feeling. The solution is to reach out to those lonely people right next to you and share a moment. The singer is sharing his loneliness with his audience, and everyone feels better as a result. As the saying goes: "Misery loves company."
"And I can't be satisfied" (26)
The inability to be satisfied is a guaranteed way to be miserable.
"I ain't happy no mo'" (29)
The silver lining is that the singer has been happy in the past. If the blues is about loss, you have to a least had something to lose.
While the Weary Blues echoed through his head. (34)
"The Weary Blues" haunt the singer as he comes home and gets into bed. This is like work following you home. If you've ever dreamt about doing homework or taking a test, you get the idea.
He slept like a rock or a man that's dead (35)
Sure these are clichés, but rocking and death are mentioned earlier in the poem. Here is where the suffering ends. The singer put 110% of himself into "The Weary Blues" and it finally lets him get some rest as the sun begins to rise.