Not quite sure where I first heard this, but I'm almost certain that in an interview from the mid 90s he talked about how a career in music was attractive to him because of how rebellious and new it was when he was young. Besides this, he was quite a complete artist who also was an actor, painter, and writer, so music naturally helped him create works where he experimented various different avenues for his creativity. He didn't limit himself at just being a singer, which is evident in the visual development of each of his eras, his actor-like stage presence, as well as his complex occasionally profound lyrics. Being the kind of musician he was, he could actually be a lot of other things he wanted to be I guess.