Voice and piano, sent to subscribers instead of record shops
In spring 2001, while The Rainbow Children was being mastered, Prince recorded a piano album at Paisley Park and did not use a conventional studio room for it. Minnesota Public Radio’s later walk through the building places the sessions in the Atrium, the open hall under the glass pyramids. The instrument is the Schimmel K208 Pegasus he had shown on the Rave Un2 the Year 2000 broadcast: a black fibreglass grand designed by Luigi Colani, with his love symbol on the lid instead of the usual horse. The title track is the first song, 3:36, voice and piano, nobody else.
Prince Vault is plain about the personnel: Prince, all vocals and instruments. John Blackwell plays drums on some other tracks on the album. The doves Divinity and Majesty are credited with ambient singing on the closing Arboretum. Neither of those guests is on One Nite Alone… the song. The sleeve line uses his spelling: produced, arranged, composed and per4med by Prince. The Current reports that the notes dedicate the record to John L., his father John L. Nelson, who had died by the time the CD went out.
Fans heard the song before the disc. On 17 January 2002 it was an mp3 in NPG Music Club Edition #12, the last download drop of the club’s first year, along with U’re Gonna C Me, Here on Earth, and a cover of Joni Mitchell’s A Case of You. In 2002 the club changed shape. Downloads stopped. Members were promised physical CDs in the mail. One Nite Alone… was the first of those, a digipack, not a shop release.
Produced, arranged, composed and per4med by Prince.
(One Nite Alone… sleeve, 2002)

First copies were reported in members’ hands around 14 and 15 May 2002. Ten tracks, about 33 minutes. The title gave its name to the One Nite Alone… Tour, which ran from March through November 2002 in the US and Europe, with Maceo Parker in the horn section on the road. That is a band show. The album is not. A short live piano reading, 1:12, landed on disc two of One Nite Alone… Live!, from a show in late April 2002. The first confirmed full performance of the song is 3 March 2002 at the Chicago Theatre.
The other nine titles stay in the same small room: U’re Gonna C Me, Here on Earth, the Joni Mitchell cover, Have a Heart, Objects in the Mirror, Avalanche, Pearls B4 the Swine, Young and Beautiful, and Arboretum. Retail caught up years later, through Legacy reissues. The record that matters is the 2002 mailer: a piano and a voice, recorded in a hallway with pyramids overhead, sent to people who had already paid the club. The sustain pedal is audible. That is the arrangement.