The first surprise is that Girl From the North Country, which marries the resonant, deeply felt playwriting of Conor McPherson and music and lyrics of Bob Dylan, doesn't major on Dylan's raw folkiness. You'd think it might. The play, opening Thursday night at Broadway's Belasco Theatre (booking to Sept. 27) and directed beautifully by McPherson, is a gorgeous, moving, thousand-times improved transfer uptown from the Public Theater. It is set in the threadbare, Depression-era year of 1934 in a boarding house in Duluth, Minnesota, full of characters variously luckless, desperate, loving, scamming, and scrabbling.