NICO, BORN CHRISTA PÄFFGEN in Cologne, Germany, in October 1938, is one of the most underappreciated musical innovators of the past century. She’s undeniably famous: as the title of a 1995 film reminds us, Nico is an anagram for “icon.” Yet few other artists’ radical and influential body of work is so eclipsed in the public mind by their romantic and professional relationships (Yoko Ono comes to mind). Few of the people who recognize Nico’s name and face know she spent most of her life creating intense, remarkable, inimitable music under her own name. Everyone knows she fucked Lou Reed,