The iconic Minneapolis concert venue First Avenue has hosted thousands of musical artists since its opening in 1970, but none has been as profoundly intertwined with the club’s legacy as Prince. The venue was originally called the Depot, then Uncle Sam’s, and then just Sam’s by the time Prince first took the stage on March 9, 1981. By 1983, the purple one was a worldwide celebrity and Sam’s had been re-christened once again as First Avenue. Prince loved the club so much that he bought out the main room for…