Cilla learned the song "from Jimmy Hutchinson around 1973, when he lived in Kirkcaldy". It's very close to Jeannie Robertson's set, which however has the more usual "Windy Wa's".

Although the meaning of the first verse is innocent enough here, it was not always so. David Herd's MS contains a text, as Let Me in this ae Night, which contains the verse

I am the laird of windy-was,
I come na here without a cause,
And I hae gotten mony fa's
Upon a naked wame o!

The full text (spelling altered in places, and with a couple of lines apparently introduced from Burns' genteel re-write of it) is quoted in the DT: Let me in this ae nicht.