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If you'd like to play in the same key as Ethel Waters to learn that first verse - in GCEA tuning, put your capo on the 3rd fret. With the exception of one word, I've written down the lyrics as she recorded them in 1925, which seems to be the first recording with lyrics. You can skip the opening verse if you want, but I think it's cool to include it! You know how I love these opening verses in the old songs - it just puts all the rest of the song in context!
Reportedly Ben Bernie came up with the concept for the song's lyrics – although he is not the accredited lyricist – after meeting Dr. George Thaddeus Brown in New York City. Dr. Brown, a longtime member of the State House of Representatives for Georgia, told Bernie about Dr. Brown's daughter Georgia Brown and how subsequent to the baby girl's birth on August 11, 1911, the Georgia General Assembly had issued a declaration that she was to be named Georgia after the state, an anecdote which would be directly referenced by the song's lyric: "Georgia claimed her – Georgia named her."
The instrumental version was first recorded on March 19, 1925, by bandleader Ben Bernie, resulting in a five-week number one for Ben Bernie and his Hotel Roosevelt Orchestra. Another instrumental was recorded in 1949 by Brother Bones and His Shadows and was later adopted as the theme song of the Harlem Globetrotters basketball team in 1952. Ethel Waters recorded the song, with lyrics, in 1925.