If there’s one thing Ke$ha knows how to do, it’s tell stories. Here’s a pretty good one: Two years ago, the aspiring pop singer and songwriter decided she wanted Prince to produce her first album. So, she found out his address and drove to his Beverly Hills home, where she paid the gardener five dollars to let her squeeze herself under his front gate. Then she hiked up the driveway (which was lined in purple velvet), let herself in through an unlocked side door, and rode the mirrored elevator up to the third floor where the Purple One himself was jamming with his band. “It was kind...