When a song begins with a pick up note, do you put a rest before you play it (thus making the measure correct) or will the incomplete measure at the end allow it to just be played normally?
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Are you talking about Powertab or Guitar Pro or something? If so than no, you don't need to, but if you dont put a rest in front of it on Powertab, it'll show up as an error on that error listing button thing at the top. I'm not sure about guitar pro though, I've never used that. I would put the rest before the note in regular sheet music writing as well, really just because it's better form.
I didn't mean powertab or anything, I'm just learning to read music and I'm a little confused.
Your body has parts your country can spare! By the way son, here's your wheelchair!
To the best of my knowledge you shouldn't put a rest in front of the lead-in note(s) as long as you make up the difference with an incomplete measure at the end.

If you do put the rests there, and still have an incomplete bar at the end there will be a wrong number of beats. But if you put rests both before the lead-in notes and after the anacrusis I guess it would be alright.

Incidently, I always thought Anacrusis was a great name for a band.
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Well, if you are beginning with a pickup note, you would count the first measure as normal and "pickup" with that note. So, for example, it would be like "one & two & three & four (v) & (^)" and you would pickup on the fourth beat and continue counting/playing normally.