Perhaps one of the greatest aspects of that performance is that Prince said he never heard the song in his life until a day or two before rehearsals.

I love this quote from Paul Shaffer, who led the house band for the ceremony:

They rehearsed it a bunch of times, and every time you could see this was going to tear the roof off the place. But Prince kept a little something in reserve for the actual performance itself. He really did show what a great guitarist he was. He just killed it that night.