One reason for songs beginning with "As I roved out ..." "As I walked over London Bridge ..." "As I walked out on a May morning ..." etc is to enable a man to sing a song, the main narrative of which is from a female viewpoint.

cf "My husband's got no courage in him", "Geordie", "Bushes and Briars" and dozens of others.

Blues songs starting with "Woke up this morning ... " are different - could be delight at surviving another night, or it could be just cliche. There was a UK radio programme called "I'm sorry, I haven't a clue" where the contestants had to improvise a blues and they almost always started "Woke up this morning". Thinking about it, are there many real blues that start that way?