Kenny G (the G is for Gorelick) is a man of diverse achievements: setting the Guinness record for the longest sustained note, becoming Bill Clinton’s favorite musician, being ridiculed on “South Park.

Kenny G wants you to know that he doesn’t like the term “smooth jazz.” “For me,” the saxophonist says in his new memoir, “Life in the Key of G,” “it evokes a feeling of something that’s too light, too ...