It was a cold, wet night in New York City yesterday (Mar. 30), but the weather didn't stop fans from coming out in support of J. Cole, Jay-Z's Roc Nation protege, for his first sold-out show in the Big Apple.

Held at S.O.B.s, the 400-person venue was over capacity as the North Carolina-born MC performed tracks from his highly-touted mixtape, 2009's "The Warm Up," including: "Lights Please," "Dollar and a Dream II," "Grown Simba," "Dead Presidents II," "Dreams" (for which he asked two female concert-goers to join him on stage and sing the catchy hook), and "Losing My Balance," reminding the crowd he produced that track, among others.

"This is what the n*gga Jay [Jay-Z] told me earlier. He said, 'After your first few songs, stop and analyze the fact that it's packed to the back. I'm looking now and I can't believe this shit, New York City," Cole, who appears on the latest covers of XXL and The Source, humbly stated.

Video: J. Cole performs "Who Dat" in New York

"This is special for another reason," he continued. "Seven years ago today, I came to New York and went to St. John's University in Queens. Four weeks into college, I heard about this dude Kanye West was having a show at S.O.B.s -- this was back in 2003. I came to this bitch and watched this n*gga like a true fan. Then to see this n*gga catapult a year later was just amazing. I don't know if that's how y'all feel about me as you watch me today, but, this is a blessing. Now, let's get to this shit."

Cole then broke into "Last Call," asking the obedient, thrilled crowed to "put your hands up. If the Roc is the motherfucking building, say, 'Hell, yeah.'" Among those bopping their heads and rhyming along to every word like the show was captioned were Jive Records' Mark Pitts and "Notorious" documentary producer Wayne Barrow, who collectively manage Cole, as well as fellow rappers Nipsey Hussle, Cypress Hill, Pill, Statik Selektah and Asher Roth, who assisted opening act Outasight.

Surprise guests Talib Kweli and Hi-Tek joined Cole on stage for "Just to Get By," but the highlight of the night was when Cole brought out Young Gunz rapper Young Chris. "We don't wear the same chain, but, I gotta give respects to those that came before me, from Beanie to Young Gunz," J. Cole told the audience before bringing out the former Roc-A-Fella artist, who was received with shouts of excitement from the throng of people.

They performed their collaborative, "Still The Hottest," which finds Cole calling out rappers with affinity for Twitter ("Get back to rapping, you n*ggas twitter too much". The track appears on Chris' latest mixtape, "The Network 2."

Cole ended the high-energy show with his verse on "The Blueprint 3" track, "Star is Born," and a new song titled "Who Dat," which is rumored to be the first single off his as-yet-untitled upcoming debut. "Who dat? Who dat?/ Bitch I got the flame, so don't worry about my motherfucking name," he spit before thanking his fans for making it to the show.

"I wanna say thank you to each and everyone of y'all for coming out," he said. "I love you with all my heart, New York."

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