Prince was usually very blunt in discussing his early-'90s feud with Warner Bros., such as when he would write "Slave" on his face. But he could also be more subtle, like his song "Dolphin," which was released on 1995's The Gold Experience, his first record credited to the Love Symbol.

Set to one of his prettiest melodies, the chorus uses the concept of reincarnation (as a dolphin) and surprisingly violent imagery to say that he wouldn't be bossed around, and would eventually have the last laugh: "You can cut off all my fins / But to your ways I will not bend / I'll die before I let you tell me how to swim / And I'll come back again as a dolphin."

In the verses and the bridge, Prince asks questions that fall in line with his spiritual journey at the time. He's searching for a guiding light to get him through this dark period, and wonders why there's hunger in a world where there's plenty of food.

The Gold Experience had an unusually long run-up to its release. The first single, "The Most Beautiful Girl in the World," arrived in February 1994, and PrinceVault says that he had a second sequence completed a month later. But he kept tinkering - and trying to free himself from his record deal before releasing this particular album -  and the final product hit record store shelves in late-September 1995.

At about the midway point of this period -- Dec. 13, 1994 -- he appeared on The Late Show With David Letterman to perform "Dolphin" with the New Power Generation. After having some fun with a prop replica of the symbol for Prince's unpronounceable new name earlier in the show, the host jokingly acknowledged the drama surrounding the album's release.

"The song he will be doing for us tonight is from this CD right here, which is entitled The Gold Experience. And I'm told this particular CD will never be released," Letterman noted before pausing and raising a confused eyebrow. "...So it makes perfect sense that he's here promoting it tonight."

The performance, which featured an interpretive dance by Mayte Garcia, ended with Prince laying down his guitar, putting a finger-gun to his head and firing it. He collapsed in her arms, and he was removed from the stage by his bodyguard, Coco.

Watch Prince Perform "Dolphin" on 'The Late Show with David Letterman'

NPG keyboardist Morris Hayes said that the ending was worked out just before they took the stage of the Ed Sullivan Theater after getting a bad vibe from Letterman.

"He didn't wanna shake Letterman's hand," Hayes told the Sydney Morning Herald. "We had rehearsed what we were gonna play but we're standing at the door, ready to go when the commercial break was over, and he says to me, 'Do you have that gunshot sample?' "I said 'Ah … yeah, I could get it.' He said, 'OK, we're gonna cut the second verse and go straight to the bridge. I'm gonna put my finger up to my head, you're gonna hit the sample, and then Coco is gonna drag me off. And then he says, 'No mistakes.'"

It went off without a hitch, but Hayes added that such spontaneity was part-and-parcel of working with Prince. "You didn't know you had a day off until it was over," he said of his 20 years in Prince's employ. "There was no advance anything. He just went on the fly. ... It was crazy, but what that does is it makes you super-great because you had to do your homework and you had to come in with your A-game. Because he was sure gonna ... know every part that was being played – everybody's parts. And if you [deviated] from it, he'd know it. You couldn't trick him."

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