The only comment that I ever got [on my harmonica playing] was a few years later in John Lee Hooker's hotel room in Lower Broadway in New York City. Sonny Boy Williamson was there and he heard me playing, said, "Boy, you play too fast." [p. 257]An interesting parallel is found in Blues with a Feeling: the Little Walter Story, by Tony Glover, Scott Dirks and Ward Gaines:
[Billy Boy Arnold] asked [Little Walter] if he knew Sonny Boy. Walter replied, "Yeah, I knew him. He was really good man, he was the best. He used to tell me 'you play too fast, you play too fast.' " [p. 89]There are several possibilities here. One is that "Sonny Boy Williamson" really said that Little Walter and Bob Dylan played too fast and told them so. It is certainly true that the early Dylan occasionally played harmonica at a frantic, helter-skelter tempo.
On the other hand, since it is now clear that Chronicles contains generous helpings of fiction as well as fact, maybe Dylan appropriated this story to himself. It is a telling fact that the section in which Dylan's story occurs deals partly with Minnesota harpist Tony Glover, who is co-author of Blues with a Feeling. Also pointing to the fictional character of the story is the fact that the Little Walter anecdote refers to the first Sonny Boy Williamson, who died in 1948. Dylan's anecdote has to refer to Sonny Boy Williamson II, who died in 1965.
Therefore if both stories are true, then Sonny Boy I told Little Walter that he played too fast, and Sonny Boy II told Dylan that he played too fast. This is certainly possible. But I have to favor the idea that, given other evidence of Dylan's borrowing of sources, he also borrowed this one, without noticing that he assigned the saying to the wrong Sonny Boy.