EXCLUSIVE: Behind the Scenes With U2 on Tour!

If you want to see a huge tour by one of the biggest rock bands of all time, look no further than U2. The pop legends just kicked off their long-awaited 360 Tour in the United States this weekend, and "Good Morning America" got exclusive backstage access.

The band's North American tour began at Chicago's Soldier Field in front of 65,000 screaming fans, on a circular stage underneath a 90-foot-tall, four-pronged canopy that lead singer Bono referred to as a "spaceship." The steel structure took four days to build and housed not only the band but a 150-foot pylon and a 54-ton cylindrical video screen that lit up the stadium.

VIDEO: Cameron Mathison goes backs stage with U2.

U2 hasn't performed in open arenas in the United States in more than a decade, and the band members said they wanted to do it in a very big way. Reportedly, $40 million was spent to build the 360-degree stage. But when you put all that together with U2 in front of these American audience, the value is priceless.

"We're so exposed," said guitarist the Edge. "And when the four of us come together, there's this clear view for everybody. They can really see the interaction."

"I think, in general, the whole idea of U2 is to engage with our audience," drummer Larry Mullen Jr. said. "So we had to figure out how to do it and how to really engag. ... That's what's special about this show. It's in 360. And the audience is such a big part of what we do."

U2 played for just over two hours each night, performing 22 to 24 songs spanning the band's career. The tour is supporting their recent album "No Line on the Horizon." The Chicago Tribune called it one of the best stadium shows of the last decade.

"Chicago has just always been a great music town, hasn't it?" said bassist Adam Clayton. " You know, there was always that -- the blues musicians coming up in the '50s. And there's always something going off here. And I think it's very musician-friendly. So it's good to be back. And we've always had great audience and a great reaction."

Mullen, who started the band decades ago, says, "I didn't choose these guys. It turns out that they chose me."

He joked that he regrets not sticking with the name the Larry Mullen Jr. Band.

"In fact, that is one of my big regrets," he said. "I think we could've been bigger."

"U2 is such a crap name," added the Edge, laughing.

U2 on Music and Message

The band acknowledges how rare it is to experience the kind of success and longevity it has.

"It's so random, in a way, and so extraordinary that randomly four people could have remained -- not only friends, but musical collaborators for such a long period," Mullen said.

Bono said that the odds are always against a band staying together for that long.

"Business relationships, you know, marriage and lovers, whatever it is, sticking together is almost impossible," he said. "And I think that's perhaps [why] when we walk out on stage, what people are feeling, I think, these people come through a lot together. And I've heard people say that even if they don't like the band, that they have an involuntary reaction when the band walks out on stage. Their hair stands up. What they don't know is, and it's a strange thing, but ... that also happens to us."

That reaction has produced one of the biggest recording -- and touring -- careers ever. But still, they're known as much for their message as their music.

At this weekend's concert, the song "Walk On" was dedicated to Myanmar democracy activist Aung San Suu Kyi.

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