In some ways Yoko Ono is still an amateur. At “We Are Plastic Ono Band,” mixing concert and tribute at the Brooklyn Academy of Music on Tuesday night, her voice could be shaky and her stage patter giggly and unplanned. She looked genuinely surprised when the audience interrupted her and sang “Happy Birthday.” (She turns 77 on Feb. 18.) She’s also untamed. She can still let loose the bleats, wails, yips, howls and shrieks that alienated Beatles fans in the 1960s and inspired avant-rockers soon afterward. Ms. Ono’s well-preserved air of naïveté — and the license it gives her to...