Melissa Etheridge’s limited run at New World Stages is a celebration of its smoky-voiced 61-year-old star, and contains some confessions, along with her hits.Not long into the second act of Melissa Etheridge’s new Off Broadway show, she tells a funny, sexy, completely charming tale of falling in love with a married woman in the late 1980s, and pairs it, playfully, with a gorgeous version of her 1995 song “I Want to Come Over.”Discreetly — no names — she recalls what a blast she and that partner and their showbiz friends used to have together in 1990s Los Angeles, in the heady early days of Etheridge’s rock fame. Then she mentions cannabis, which she didn’t enjoy at the time.“It always made me feel like everyone knew I was hiding something, you know?” she said on Friday, the second night of a 12-performance run at New World Stages. “Like they could all see this sadness that I was hiding.”In an almost solo show that wants very much to be a good time for the audience, and a kind of celebration of its smoky-voiced 61-year-old star, suddenly here is a confession of personal vulnerability — spoken, not sung. It turns out to be valuable foreshadowing, because there is some deep, dark sadness in “Melissa Etheridge Off Broadway: My Window — A Journey Through Life.” And mostly, amid some staggeringly beautiful renditions of songs, that sadness is well camouflaged.Written by Etheridge with her wife, Linda Wallem Etheridge, and directed by Amy Tinkham, the show recounts the story of Etheridge’s life in strict chronological order, from the day she was born in 1961 in Leavenworth, Kan. It’s a journey from midcentury, Midwestern conformity to a career as a Grammy Award-winning, out-and-proud trailblazer.Starting with darling black-and-white baby pictures shown huge on the upstage wall, the smart projections (by Olivia Sebesky) become increasingly intricate and eye-popping throughout the evening, particularly when Etheridge’s memories turn psychedelic. (The minimal set is by Bruce Rodgers, the luscious lighting by Abigail Rosen Holmes.)Some Etheridge hits are, of course, among the two dozen or so songs and song fragments strung through the performance, including a fiery version of “Bring Me Some Water,” from her 1988 debut album, and a buoying, sing-along “Come to My Window,” the 1993 hit that gives the show its name. She also plays endearing obscurities, like the first songs she wrote as a child.For all its musical polish, though, the show is verbally shaggy; Etheridge isn’t reciting memorized text but rather improvising, storyteller-style, from an outline of the piece’s main points, which scroll by on her monitor. (You will notice the monitor only if it’s behind you and you cheat like I did and turn around and look for it.) The upside to that looseness is a sense of thoughts articulated in the moment. The downside is a certain lack of eloquence.The instant Etheridge gets a guitar to strap across her chest, her whole body relaxes.Richard Termine for The New York TimesClocking in at three hours, including an intermission, the performance is surprisingly light on songs for about the first 30 minutes, and pushes a little too hard with the comedy of a roadie character (Kate Owens), who comes on to swap out Etheridge’s many jackets and guitars. (Costumes are by Andrea Lauer.)Initially, Etheridge doesn’t even have the armor of an instrument as she roams the stage. The instant she gets a guitar to strap across her chest, her whole body relaxes. Similarly, she is most expressive when she has the rhythm and structure of music to hold onto. So the show’s chatter works best when it’s threaded around and through a song, as happens gracefully with “Juliet,” the companion to Etheridge’s reminiscence of her brief time at Berklee College of Music, and of finding lesbian community in Boston.A life is a delicate thing to parade onstage, even or maybe especially in front of an adoring audience — lots of women, many apparent baby boomers and more straight couples than you might expect. A theatrical autobiography that’s honest can’t be neat, because some roughnesses refuse to be smoothed. So it goes here with the discussion of family, both the one Etheridge was born into and the ones she formed with the two women who are the other mothers of her four children.Personal details are skated around, presumably for the usual reasons — privacy, or to spare someone’s feelings, or because humans are complex and there simply isn’t time. Her father, who chaperoned her at the gigs she played when she was underage and responded with love when she came out to him as a young adult, emerges as a sympathetic figure. Others, in some ways including Etheridge, come off less than well. It’s here that you sense the sadness, hidden until it’s not.There comes a point, near the end of the show, when the stage plunges into inky blackness and Etheridge tells the story of the death of her 21-year-old son, Beckett, in 2020. It is spare and searing, the words uttered from a pit of grief.And as she speaks of the healing power that performance has for her, you realize that this is part of what she’s doing here — that music and memories and the embrace of an ardent crowd might help, just maybe, to assuage the pain.Melissa Etheridge Off Broadway: My Window — A Journey Through LifeThrough Oct. 29 at New World Stages, Manhattan; melissaetheridge.com. Running time: 2 hours 50 minutes. More