Harmonica wizard DeFord Bailey wasn’t merely one of the Opry’s first stars — he was the first musician to perform the Saturday that announcer George D. Hay coined the name of the world’s longest-running radio show that would become famous – the Grand Ole Opry. Bailey, whose tunes helped popularize his instrument in the United States, boasted another first, as well: He was the first musician to hold a recording session in Nashville, setting the stage for a scene that would change the world.