“And now ladies and gentlemen, I’d like to introduce my son...” It is Christmas, 1989. Standing in his living room, Bishop Paul Morton, Sr. aims a video camera at his eight-year-old son, Paul, Jr., a.k.a. PJ. The young man touches his hands to the keys of a piano. The only audience is family. There is no business, no game—only music. “Paul Morton, Jr., go ahead.”

These are the first words on New Orleans, PJ Morton’s 2013 major-label debut...