“The last time I was here, I was with P,” Shelby J. tells me on the Dakota Jazz Club’s balcony, looking me in the eye. “We were walking out, and he made me promise — I promised him I would play here.” Her gaze hops down to the table and back up to me. “Last night, laying in bed, I thought about that. This morning, I thought about that.”

In a couple of hours, Shelby would fulfill her promise to Prince, playing songs from her debut album (out in April) with with fellow Prince family Liv Warfield and Judith Hill. But between sound check and set times, she spends a few quiet minutes with me upstairs.

Back in 2006, Shelby J. auditioned for Prince and joined the New Power Generation. Her first major Prince show was the Super Bowl — that Super Bowl — and she says “Let’s Go Crazy” still takes her back to the rain. For years, Shelby worked on and off with him. She’s also performed with D’Angelo, Mary J. Blige, and Carlos Santana, but her relationship with Prince was one of the deepest and most enduring of them all.

One of the most important things Prince taught her, she says, was to be herself. Her personality is big: honest, affectionate, joking. Prince encouraged her to own that. She recites, “Love yourself well enough to make up for anyone who doesn’t.”

He also encouraged her to connect with others. She took a walk down to First Avenue on Saturday, but before that, the last time she went was with Prince to see Janelle Monáe. “That’s my little sister,” Shelby tells me about Monáe, her eyes bright. “She’s generous with her light, and we’ve been friends for a long time. She would bring her band over — they’d run around Paisley and sit in on our rehearsals.” She says Monáe shouted out her single “Good 2 Know” on social media, even in the middle of Monáe’s Hidden Figures whirlwind. “P introduced us,” Shelby goes on. “We’re in the same tribe.”

Prince produced records for his mentees, wrote songs with them, and coached them on stage presence. But the most important lesson he taught had more to do with respect. Warfield, Hill, and Shelby J. named their show “Love 4 One Another” as a nod to Prince’s first priority. It’s all about family, Shelby shares, naming Prince bandmates such as NPG keyboardist Morris Hayes, sax player Adrian Crutchfield, and vocalist Marva King. “He was all about us supporting each other,” she says. “A lot of times within the industry, there can be ‘just one.’ But we’re always stronger together. And he’s our common denominator.”

A few minutes into our conversation, I ask Shelby about her favorite Prince song to sing. “Musicology” is one of the most fun, she says (she performed it at the Xcel tribute concert and again Saturday night at the Dakota). But “with him,” she continues, nodding slowly: “‘Nothing Compares 2 U.’” No disrespect intended to Rosie Gaines, another NPG vocalist who often sang that song with Prince. But she says that singing it with Prince took her to a private place, their own mental alcove, even in front of thousands of fans. “The last time I sang it was with him,” she says. “I don’t need to ever sing it again. I’m good.”

Throughout our conversation, Shelby keeps returning to the milestones — the last time she was at the Dakota, the last time she saw a show at First Avenue, and the first time she met Judith Hill (they connected after Prince’s death). It shows how careful she is to keep track of the time she had with Prince, and it puts me in a poetic place. I didn’t know Prince personally, but I’ve also found myself clinging to my firsts and lasts, with him and with other people who’ve left my life.

And that’s how we end up crying. Shelby J. is talkative and polished, clearly an interview veteran. She’s in charge of her career. But today, we both lose our composure, because losing a dear friend hurts. Even a year later. Even a decade later.

Celebration 2017 has me thinking. One year after my uncle died, my grandparents’ friends expected them to be over the death of their son. But my grandparents had invested so much in my uncle — love, time, money, hope — that they felt a piece of them had died with him. They’d never totally heal.

The upcoming anniversary of Prince’s death reminds me of that. There is cause for celebration, of course, in the lowercase and capital senses of the word. But any person who invested time, love, money, and hope in his music or well-being — especially those who knew him — may never really heal. We just have to keep on living.