Written by Rachel Proctor and Victoria Banks, the song deals with abuse and ends with the line, "Take it from me, I've stood in your shoes."
She also sang "Sipping on History" and her single, "Come On Over," which peaked at No. 18 on the Billboard country chart.
Wearing a black dress and heels, Simpson was backed by a pair of female singers and a seven-piece band that included fiddle, mandolin and steel guitar.
"It's such an honor to be standing here before you tonight. I feel very, very blessed," she said.
The crowd applauded after each song, and as she left the stage, a fan handed her roses.
"God bless you guys," she said after her last song.
Simpson, 28, who was born and raised in Texas, comes to country after her last pop album sold poorly.
During her Opry segment, the singer/reality star/movie actress described herself as a "country girl at heart" and said she felt at home in the genre.
She appeared during the portion of the show televised on the Great American Country cable network. Country Music Hall of Famer Loretta Lynn, Patty Loveless and newcomer Crystal Shawanda were also on the segment.
With the release of her album, Simpson is making the rounds on TV. She'll perform on "Good Morning America" Tuesday, "The View" and "Late Show with David Letterman" on Thursday, "The CBS Early Show" Sept. 16 and the "Rachael Ray" show Sept. 17.
She'll then return to the road playing fairs and festivals, including the Los Angeles County Fair on Sept. 20.