Ever since he packed First Avenue for his Twin Cities debut four years ago, Gary Clark Jr. has been bowling over fans with his rumble-and-tumble brand of blues. So it wasn't the least bit surprising to see the lanky, cool Texas guitar hero turn in one of the most ecstatic performances so far in the Palace Theatre's five-month-old history -- the kind where cheers from the audience erupted in the middle of the songs instead of just rippling out between each tune.

What was surprising about Thursday's 2-hour, 10-minute performance is that it didn't include some of Clark's best-known concert staples, and the show was still nonetheless a thriller. He skipped "The Healing," "Travis County," "Shake" and "Church," the latter especially disappointing. The omissions might have been due to the other surprising facet about the concert: It was only his first of two nights at the Palace.

Clark and his three bandmates return tonight for a long-sold-out set at the newly renovated St. Paul theater. That the Austinite has jumped in stature from one not-sold-out First Ave gig four years ago to two packed or near-packed Palace shows (almost twice the club's capacity at 2,800 people) really speaks to his appeal as a live performer, since he has gotten only a smattering of radio play in that time and isn't exactly a YouTube or Spotify sensation.

Thursday's set harked back to his first First Ave performance in 2013 since it heavily leaned on tried-and-true blues tunes, starting with the opening workout "Catfish Blues" and including "Next Door Neighbor Blues" and Albert Collins' "If Trouble Was Money" early in the show. The latter one sparked a fun back-and-forth jam between Clark and his Buddha-attired backup guitarist Eric Zapata. Clark slowed things down for a couple tunes to show off his slow-swaying, falsetto-singing side, including the simmering "Our Love." Then he cranked the volume back up with the stormiest number of the night, his pairing of Hendrix's "Third Stone from the Sun" with his own "If You Love Me Like You Say," laden with intense soloing.

Even while keeping up the heavy blue hue, Clark kept it interesting and varied musically. One of the best moments of the night was a slide-guitar-driven version of "My Baby's Gone" without the band behind him. In the encore, he convincingly added a light, Sam Cook-like stylish soul flavor in "Things Are Changing" before unleashing the thundering finale "When My Train Pulls In."

Even after all that, he left plenty on the table to make tonight's show equally interesting, and maybe even more exhilarating.