As far as bands go it is impossible to name just one so here are my favs in no particular order:  Pink Floyd,  Zeppelin, the Beatles, the Rolling Stones, Cream, Eagles, Skynyrd,  the Allman Brothers, ZZTop.  I could name a few more because it is hard to choose just a few.  They are all great in their genre and this short list leaves out solo artists like Hendrix, Stevie Ray, Eric Clapton when he was on his own.  I will leave it at that, although I am sure I left out a few.

"Knocking on Heavens Door" is an easy song to learn.  It is a 3 chord progression and you only have to know 4 chords.  G D Am.  G D C.  Basically that's it all the way through.  Good luck!