Soldier of Fortune 

Deep purple 

One of  the best songs.

"Soldier of fortune" means : One who will serve in any army or undertake risky tasks for personal gain or love of adventure.

I would like to give most emphasis on  verses:

"Like the sound of a windmill going round", 

which for  me it's  a clear conclusion that it was all in vein. The songs he had sung, and what not, still not feeling fulfilled in life. Could be a woman or a war. Who knows.

Soldier of fortune could be a reference to Don Quixote.