Nothing to be embarrassed about. He was a genius, and genius often takes time for people to get, especially being so unique artistically. I mean, it took me going through Humanities in college to appreciate the likes of Picasso. More on topic, I thought Prince was specifically for dudes who were soft/eccentric or gay (it was the 90s and I was a kid, obviously I now know how ridiculous that notion was) until I actually sat down and listened to Purple Rain. Not the first time I heard it, because on the first listen or two it just sounds like this flamboyant overproduction about some vague shit that doesn't really make sense.But for some reason I kept playing it. And then it grabbed me and I dove into the library and never looked back. Prince is for grown ups. He's got the songs that make you dance like Delirious, but most of his stuff is deeper than the average radio fare. Not saying he's Shakespeare or anything, but everything the man did musically had purpose. After "getting" his music I suddenly had a higher standard for what I consume musically and I have ever since.
One of my regrets in life will be never having seen Prince or MJ perform in person. My favorite track will probably always be The Ladder, though I like Computer Blue, Nothing Compares 2 U, My Name is Prince (w/o the rap) and about a hundred other tracks.