When I first used to listen to this song, I misunderstood the lyrics. I got almost every word right, except for in the fourth stanza:
She told me she worked in the morning and started to laugh
I told her I didn't and crawled off to sleep in...
For some reason I thought he said "her lap," instead of "the bath." In my mind, I built up what became this medieval romance--a knight is wandering in the woods (Norwegian Wood), when he meets this mysterious woman, who invites him back to the castle. He sits at her feet, drinking and being romanced. She gets him to fall asleep in her lap, but when he awakes, finds that there is no castle, no woman, that he is alone in the woods during winter, and in his lonlieness builds a fire. To me, it was like something out of a French romance, like some lost Arthurian story with Gawain as the hero. I later found out that in some versions of the grail quest, something similar does happen to Gawain. Maybe this was something I half-remembered and applied to the song; maybe it's a coincidence.
However, I later learned that the song was about an affair that John Lennon was having. The bit about fire is actually about how, in their art school days, John and Stu Sutcliff would burn just about anything to heat their place.
But I still picture lost knights and strange women.