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COLUMBIA -- Costner with his band Modern West played a sold-out show at The Blue Note in Columbia.

Stepping out of the movie set and onto stage, crowds all over the U.S. are seeing him in a different spotlight.

He admits many fans find it strange to see him as a musician.

One fan who bought tickets for her mother's birthday said, "I was like mom you wanna go see Kevin? She's like 'Where?' Blue Note, 'He sings?' I'm like yea."

"I am confronted with the idea of people comin' out saying 'I just never saw you that way,'" said Costner. "And when I do it, it just seems so natural. I think if you boil me down, I am a performer."

He says it was his wife who inspired him to perform live.

"She says 'Kevin they think they know you,'" Costner quoted his wife. "'The best way for them to ever see you, understand maybe the best who you are in a short amount of time other than an autograph or what they think they see on Jay Leno....is to be live on-stage.'"

Original songs performed live on-stage, Costner says he and his band write lyrics from life experiences.

"Songs that aren't even on the record we'll play live sometimes," said Costner. "That just deals with looking at your yearbook and seeing somebody that died prematurely. For them to hear you, what's personal to you and to talk to them you can't help but feel that that's a more original, authentic experience."

Fans from all over Missouri got the "authentic experience"...even before the show.

"We got our pictures and after I got my picture I pecked him on the cheek," said an excited fan.

Even professional race car driver Carl Edwards came out for the show and greeted some his own fans.

Not only have fans from all over the Show-Me state come to see the Hollywood actor, but the show even sold out weeks in advance. Leaving a glimpse of hope for other fans that Kevin Costner and Modern West may come back again.

As for the rest of the tour, Costner says there are at least 30 more venue requests from venues around the nation.