It’s hard. It’s terribly hard. It’s harder than anyone in the Revolution imagined.

They know no one can ever replace Prince. He was singular. In so many ways. There was no one like him in the history of rock ’n’ roll.

The Revolution — his 1980s heyday band — couldn’t get past their grief for much of Thursday’s reunion concert at First Avenue, the first of three soldout shows scheduled this weekend. Their leader was gone. He died April 21 at age 57. There was a void in so many ways — spiritually, musically, dynamically and even visually. There was a massive hole in the center of the stage.

Guitarist Wendy Melvoin tried to serve as the de facto leader or at least the spokesperson and principal lead singer.

“Take every one of these songs and make them your own,” Melvoin, 52, urged the packed club where “Purple Rain,” the movie that launched Prince into international stardom, was filmed.

Then she and the Revolution tore into the opening “Let’s Go Crazy,” the “Purple Rain” hit. There was lots of stage fog and purple lights and sadness. Palpable sadness.

Try as she might to buoy her spirits and those of the 1,500 First Avenue-goers, Melvoin seemed spent, dispirited and even musically flat at times. The first few songs — including “Computer Blue,” “America” and ‘‘Mountains” — seemed too low, too bottom heavy, too Prince-less.

Then Melvoin introduced Andre Cymone and Dez Dickerson, members of Prince’s pre-Revolution band.

“If Prince saw this right now, he’d be in tears,” Melvoin declared, grasping at a way of defining the moment and the mood.

If nothing else, Cymone and Dickerson brought energy and a sense of how a frontman should command the stage. They knew how to seize the moment even if they knew it wasn’t their stage.

During “Let’s Work,” Cymone thumped his bass the way Prince did — Larry Graham style. Cymone had a higher voice than Melvoin, which helped elevate “Uptown” and “Little Red Corvette,” two early ’80s Prince tunes.

After all these effervescent numbers, Melvoin tried to dial it down with “Sometimes It Snows in April,” an acoustic guitar selection that was too quiet and too poignant for the room. She seemed to be on the verge of tears as her voice choked up while she sang Prince’s words, “Always cry from love, never cry from pain.”

Then after she crooned the final lines — “Sometimes I wish that life was never ending/ But all good things, they say, never last” — she played a long and lovely outro on her acoustic guitar and looked skyward.

If that soft-spoken ballad was heartbreaking, the ensuing performances by guest singer Bilal, a 37-year-old soul man from Philadelphia, reminded the crowd and the Revolution how much Prince is missed. With a striking falsetto, Bilal delivered a beautiful rendition of “The Beautiful Ones” and a delicious reading of “Kiss” (though he’s no Princely dancer). On the latter number, Melvoin finally found her comfort zone on her signature guitar passage.

Now in the right frame of mind, she invited Prince’s extended family onstage — his ex-wives Mayte Garcia and Manuela Testolini, brother Omarr Baker, “Purple Rain” costar Apollonia and ex-fiancee Susannah Melvoin (Wendy’s twin sister) — for a festive “Baby, I’m a Star.”

Then, using Prince’s Telecaster with the leopard-pattern pick guard, Wendy Melvoin unleashed “Purple Rain” in the same club where she made her debut with Prince in 1983 playing that same song. It was quite moving, though not as goosebump-inducingly magical as Prince.

At song’s end she introduced the Revolution members — Mark Brown, Dr. Fink, Bobby Z, Lisa Coleman, herself. She then paused and said “and Prince.”

After two hours, it seemed like the grieving was over. Now the next two nights at First Avenue can be about celebrating.

Twitter: @JonBream • 612-673-1719