Last night’s Cat Power show at Grand Central, though occasionally confusing, served up mostly what longtime fervent fans have come to expect. Part of the mystique of Cat Power’s beating heart, Chan Marshall, is, after all, her unpredictability, as well as her perceived vulnerability and, then, ultimate likability. To know Marshall even on just a music-fan level is to want to protect her. A few shy smiles, and then a few bars of her unmistakable, warm wail, and it’s like all is forgiven. An audience gently encouraging her to continue throughout a performance just seems to be part of the game.

And Marshall played that game entirely by her own rules last night, starting with her choice of warm-up performers. The first was a DJ — no name announced — who played a mix of light indie-dance beats (MGMT remixes, Miike Snow) before backing up the first live opener, a San Diego-based performer named Addiquit.

Shuffling out in cut-off shorts and knee socks, she half-sang, half-rapped through a handful of songs that left some of the crowd audibly befuddled. Perhaps they were expecting another kind of indie-rock chanteuse type — but if they were expecting that, they probably weren’t paying much attention to the clues dropped in the latest Cat Power album, Sun. In fact Addiquit’s songs served as a somewhat appropriate transition to Marshall’s headlining set, if not the slickest one. The opener’s sing-song, beat-oriented fare sounded at times like Sun outtakes, with their percolating snares and strummy guitar accents.

Then, just before 10 p.m., Marshall finally took the stage — preceded by her band, of course, who had launched into a slow, piano-driven jam as if to gently coax her out. Sauntering onstage holding a supermarket votive candle and some kind of religious figurine, she launched into her first number without much ado, but with fans randomly exclaiming, “We love you Chan!”

This was how the rest of the evening would proceed, with Marshall adeptly quavering through her songs, often as though lost in her own reverie or even looking back to her band for moral support. But just when she would start to float away just a little too far, then she’d suddenly turn back to the audience, flash the charm, and then melt some hearts. She’d whisper assurances, pat the heads of her fans crushed against the front of the stage, or then drawl, “Did I tell you all thank you?”

Judging this particular performance by super-stringent standards wouldn’t be entirely fair, anyway, since it was planned as a sort of musical warm-up show for Marshall’s upcoming tour. And her new live performance setup is ambitious indeed. Sun is packed to the gills with tracks and unexpected studio wizardry, melding the old organic, slightly creaky Cat Power sound with inflections of Marshall’s beloved hip-hop. Live, that means a complex arrangement with a four-piece band of skilled multi-instrumentalists performing over backing tracks. The result is one that often closely matches the sound of the record while still breathing a little extra swing into the material.

Of course, though, it wouldn’t be a Cat Power show without a trademark Cat Power moment, which thankfully happened about 90 percent of the way through the set. As the band rolled into a loose, bluesy cover of Joy Division’s “Atmosphere,” Marshall left the stage, before returning with buddy Addiquit to accompany her atonally on a few lines of the chorus. Then, they both disappeared again, as the band, unperturbed, jammed along for another 10 minutes or so — really, it felt longer, though — until Marshall finally sauntered back.

She whispered into her bandmates ears, and then whispered some more apologies into the microphone, and pretended to pitch an imaginary baseball. Again, there were cheers and shouts of praise, and the show set back on an even keel for one more song, “Ruin.” It’s one of Sun‘s best and most nakedly emotional tracks, and capped on the set on a fitting note of heartbreak and and exhaustion.

You don’t come to a Cat Power show for a slick song-and-dance, after all. As she steps tentatively into a new artistic phrase, Marshall is still working out how best to translate it onstage. But the real-time unfolding of that process, and the total honestly that everything is not always perfect, is why her fans love her, after all.

Oh, and side note: Sometimes that fan love can be a little too intense. If an artist hasn’t emerged to sign autographs or greet well-wishers for an hour or more after the show, it probably isn’t going to happen, but a small coterie of her stans (stalker fans!) lingered for far too long. There are few things more unsettling than a group of men waiting inappropriately outside of a place for a woman, discussing all of the possible exits she might have taken. Knock it off if you want to see her continue to perform.

Cat Power, Chan Marshall, Grand Central