The speaker's a free spirit and likes to do things his own way. And at the beginning of the song, he does do things his own way. He's on the road, letting the wind ruffle his hair as he rolls down a desert highway in California.
We don't know where he's going or what he's searching for. He might be a restless soul who takes to traveling as a mode of self-discovery. American literature knows plenty of these types; think Sal Paradise and Dean Moriarity in Jack Keruoac's On the Road. But the "shimmering lights" of the hotel—or the city of Los Angeles, depending on your interpretation—are like kryptonite to him.
So...tired...must...pull over.
Unlike many of the great heroes of the American road, our speaker isn't so much adventurous as kind of wishy-washy, and he doesn't catch on to things as quickly as he should. He can't decide whether the hotel is going to be the best or the worst thing that could possibly happen to him, whether it will be "Heaven" or Hell." And when he hears nameless voices chanting about how great the hotel is, he doesn't really stop and think, "Huh. That's odd."
Once he enters the hotel, he doesn't have the power to do much except drink. He mostly reacts to the strange things around him. He would make a great candidate for the hapless guy who gets killed first in a B-horror movie. You know, the one who has so many chances to save himself and then finally gets it while sitting on the john.
Finally, the speaker has a jaded and worldly perspective. He pretty quickly pins down the woman in the song as a careless and superficial rich girl, whose personality has been "twisted" or "bent" by money. He has probably met her type before—heck, he might even be her type without realizing it. He could be one of those people who criticizes others for the flaws that he is himself guilty of.
The speaker's worldliness also comes out in his relation to sex and drugs. He's apparently the first person in a long time to order wine at the hotel, and he knows exactly what those mirrors on the ceiling are for.