It's easy to see how Prince was considered otherworldly; he often spoke in riddles, shared powerful philosophies and was a guitar god. His Royal Badness was perhaps at his most godliness in 1991, when a DC Comics imprint published a Prince comic book with a story called Alter Ego, wherein he returns to Minneapolis after a long tour and winds up stopping two rival gangs from killing each other.
io9 has done a great write-up of the comic — written by comic book legend Dwayne McDuffie and drawn by an equally legendary Denys Cowan, not to mention a cover by Brian Bolland — and how it explores the common themes of Prince's music. Specifically, it deals with his exploration of duality that often runs throughout his lyrics.
Duality is a common theme throughout superhero comics, and the Prince book basically read like one: It often brings up comparisons to Batman, a character that Prince had become closely associated with years earlier when he provided music for Tim Burton's Batman.
io9's Charlie Jane Anders writes:
Most comics creators, asked to do a Prince comic, probably would have just played up the “Raspberry Beret” goofiness of the man, with a lot of cartoon hijinks and Lake Minnetonka pranks. And that might have been a totally valid storytelling choice. But McDuffie and Cowan clearly love Prince a lot, and they try to capture something essential about his serious side. The moral and emotional struggles between not just good and evil, but also selfishness and generosity, that come up a lot in his work (especially in the ‘80s and ‘90s.)
There's some great insight in the piece and I recommend giving it a read. If you're looking to find a copy of the comic, though, you might be out of luck. The issue isn't available digitally, and prices have skyrocketed by flippers looking to make a quick buck from the musician's death.
It's not often there's a celebrity that stars in his or her own comic book that truly feels like they deserve the same larger-than-life treatment as a fictional character like Batman, but Prince was certainly one of them.