You may know musician, vocalist and composer Grace Kelly from her appearances playing saxophone on Stephen Colbert’s late night show with Jon Batiste’s house band Stay Human. You may know her from her TED talk, Improvise Your Way Through Life, her 10 albums, or her performances headlining over 700 shows in 30 countries.

Boston Public Radio hosts Jim Braude and Margery Eagan know Kelly, who just turned 24, as a Brookline, Massachusetts native who’s been wildly successful from a very young age. Kelly joined Jim and Margery on BPR to play some music, catch up, and chat about her latest album, Trying To Figure It Out.

Margery: I used to go to your mom’s shop, Wild Goose Chase, for years and I would see this kid who looked like she was about seven years old, and this CD in the window… I guess you were actually 11 or 12?

Kelly: I was 12, that was my first CD.

Margery: I’ve followed your career since the Wild Goose.

Kelly: They were always very up to date with everything I was doing.

Jim: We’re both obsessed with Stephen Colbert. Since we see you almost every night, playing with the great band, Jon Batiste’s fabulous band… what is Colbert like in the real world?

Kelly: Oh my god, he is really one of the most genuine, amazing, so funny… it’s absolutely true. Off-camera, he’s just as funny, if not funnier… I remember my first week there, he’s got a million things to do, he’s always running around, and in the first week, he knew my name, we talked about my dog, he’d stop me in the hallway and just chat with me… he’s really the greatest guy.

Margery: What does it mean to be in that band, in terms of time and rehearsal?

Kelly: We get in at noon, and we rehearse for an hour, then go to hair and makeup, and then go straight to wardrobe, and then Stephen rehearses for about an hour, where we play through the theme song and all that, and then… then we go on stage and warm people up at 5 o’clock and we tape from 5:30—6:30. The day goes by so fast, it’s amazing.

Jim: In your TED talk you mention improvisation and spontaneity. You’ve been playing the saxophone for a long time—wasn’t it the first day that you were with Stay Human that you were asked to play the clarinet, which you hadn’t played since you were a child?

Kelly: It was so funny.

Jim: Did that not freak you out?

Kelly: It totally freaked me out. Three days before I went on TV with them, [Batiste] asked me if I was able to play with them, so I didn’t get that much notice to begin with. Then he said, ‘do you play [baritone], sax, clarinet, alto, soprano, I know you sing, and do you play keys?’ and I said yes, but I wasn’t assuming that he was going to ask me to start in three days, so I had just two days to gather all those instruments. The last time I played clarinet was in fourth grade, and unlike all the other saxophones, clarinet is its own beast. There are no shortcuts—it’s just a very hard instrument. The first day, I go in, I’ve barely spent any time with this instrument, and then, going out to commercial, he looks at me and he says, ‘go ahead, take a solo on clarinet.’ Not just a solo—he wanted to trade back and forth with me. Anyone who knows Jon, he’s an incredible virtuosic pianist… but that’s a perfect example of literally just having to jump into the deep end. I didn’t have any time to think about it, I just had to do what I could do at the moment. I’ve gotten a whole lot better on clarinet now, but that was like… it was terrifying!

Margery: Do you have to play by ear to do jazz the way you do it?

Kelly: I would say that as a musician, and as a jazz musician, my ear is the strongest thing that I have. Working with Jon, he teaches us all that music by ear. We never know when we’re going to be in the audience, when we’re going to be up on the balcony, so we can’t really read music. When I improvise, all of that is… obviously, we’ve learned scales, I’ve learned theory and all that, but it’s all internalized, and from there it’s just playing by ear and playing what I hear.

Jim: Doesn’t this give you anxiety? Doesn’t it cause you colossal anxiety when you don’t know what you’re going to be doing and you just do it?

Kelly: Weirdly enough, it doesn’t. It’s so… I think it just gets me high. The adrenaline totally gets me high. The first time working in this capacity with Jon, not having music, and you’re on national TV, and people are speaking into every ear… it definitely makes me feel a little rocky, but at this point, I love it. It’s just kind of the craziness and chaotic-ness of it, it’s something that just fuels me.

Margery: You’re 23 now, right?

Kelly: My birthday was yesterday, I’m 24

Margery: You’re a ripe old 24, and you’ve had all these CD’s already produced. Tell these parents who have their kids going to clarinet lessons in the third grade… how did this happen for you? Did you begin at a very early age? And why?

Kelly: My mom put me in classical piano lessons when I was six years old, and I was singing, acting and dancing from that young age, hoping to become a Broadway actress some day. Then when I was in fourth grade, in public school, I picked up the clarinet, hoping to get to the saxophone one day, clarinet was so frustrating for me, so I begged my parents to let me start saxophone.

Margery: Why was it frustrating?

Kelly: Honestly, it’s one of those instruments that… it squeaks a lot, it’s very finicky… the clarinet is a little diva, and you need to cover all the holes just right to make sure it doesn’t squeak, and so I started [saxophone] privately at the age of ten, and it was just like love at first sound. To be honest, I never thought I was going to become a professional musician. It’s something that was a passion, I was obsessed with it, and then the series of events that happened after, which were all very organic things… basically, it started with people in the Boston community asking me to sit in with them. Whether it was Harry Connick Jr. heard me at a workshop, came up to me afterwards and said, come sit in with us tonight, or Dave Brubeck heard about me, and I sat in with him at the Berklee Performance Center when I was 14, and then I made my first CD at 12, and I had my first CD release concert.

Jim: I bought my first CD at 12. It’s the exact same kind of thing.

Margery: How did you go from the clarinet to the Alto sax? They’re similar.

Kelly: Basically, I just got so fed up with clarinet that I just wanted to start saxophone.

Margery: Did you find the saxophone an easier instrument to play?

Kelly: So much easier. I don’t know, I think half the battle is finding the right instrument. My parents played a lot of Stan Getz growing up, so the sound of the saxophone was seeped in my bones, and I loved his sound. I think when I picked it up, I knew what I wanted it to sound like.

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Grace Kelly is performing in concert at the Berklee Performance Center on Sunday, May 22, with special guest David Sanborn. Her new album is Trying To Figure It Out. To hear her full interview with Boston Public Radio, click on the audio link above. For more information, visit http://www.gracekellymusic.com.