Sometimes a song does not begin on the first beat of a bar. Any notes which come before the first full bar are called lead-in notes (or pick-up notes). When lead-in notes are used, the last bar is also incomplete. The notes in the lead-in and the notes in the last bar add up to one full bar.
This early Jazz standard was a favorite with brass bands in New Orleans. It contains three lead-in notes. On the recording there are five drumbeats to introduce this song. This gives you a whole bar, plus one beat to get the feel of the tempo before the lead-in. The teacher's part here is swung, as indicated by the symbol next to the title. Swing rhythms are common in Jazz and are discussed in detail in lesson 16.