David Gray’s first album, White Ladder (1998), was recorded on a shoestring budget in a bedroom in Stoke, England, and though took a year to make it to the British charts, it eventually climbed to Number 1, spawning hit singles like “Babylon” and “Sail Away”, and revealing a hypnotic, heartfelt purity fans couldn’t get enough of. Now, 23 years, 12 studio albums—including a live album and three compilation albums—later, so many circumstances have changed, but, undeniably, David still brings that same very same bare-all, heartbreaking vulnerability that he did in those early years to every single track. His newest album, Skellig, was named for a rocky island in Ireland where, in 600 AD, a group of monks made a pilgrimage to be closer to God. “The more I contemplated the idea of a small...