Disclaimer: I have never been a big Bob Dylan listener, and would have struggled to name anything besides Like a Rolling Stone that he made.
After Joker: Folie à Deux had notoriously faceplanted a few months earlier, you might have heard the claim that it is simply impossible to make a sad or an outright tragic musical. Anybody who had ever said this - regardless of whether they were arguing for against that film - ought to be dragged to see Girl From the North Country ASAP.
This is a story which doesn't so much "get" dark as it already starts downbeat, as expected of something set during The Great Depression - and then its characters may joke and laugh as they strive to keep up the appearances in front of each other, but the general thrust of the narrative it to get more and more tragic - at times shockingly so.
A notably heterogeneous cast of characters is gradually introduced throughout the first act - and then they are allowed to interact with each other in ways you might not expect, and which gradually bring out their secrets, doubts and hidden motivations. Everybody's behaviour makes sense according to the circumstances they find themselves in, and it is a very grounded story - perhaps more comparable to something like Soviet theater than "typical Broadway".
I hate if this sounds vague, but I don't want to spoil any more of this. In conclusion, I'll say that this has renewed my appreciation for musicals an art form, and makes me hopeful I'll get to see an adaptation of some of my favourite works to musical form one day - the way it already happened to, say, Back to the Future.