To learn Roxette - The Big L chords, your first step should be understanding these chords - C#m, F#, B, E, C#m, F#, E and B in sequence. Kick off your practice at a gentle 35 BPM, then escalate to the song's tempo of 71 BPM. Fine-tune the capo based on your vocal range, ensuring it complements the key of E Major.