To jam and learn Captain Beefheart & His Magic Band - Yellow Brick Road chords, your primary focus should be mastering these chords sequence: Bb, C, D, G, C and G. I suggest starting at a calm pace of 49 BPM, and as you gain confidence, approach the song's BPM of 99. Considering your vocal pitch and chord choices, adjust the capo in accordance with the key: D Minor.