In the early stages of his music education, the King rehearsed and learned by notation and concentrated on classical music exclusively for about two years. In so doing, he opted for the wind instruments, particularly the saxophone and clarinet. Afterwards, he switched over to playing jazz music, which gave him more freedom at improvising, as befitting his preference for fast, exciting jazz beats.
The King spent his time practicing jazz by himself. He would play his sax along with the phonograph records of famous jazz bands. Once he had acquired greater confidence and facility with the playing, he would jam it up with the jazz recordings. In many ways then, his "teachers" were really famous jazz musicians, in the form of his favorite records. They included Sidney Bechet, a celebrated soprano saxophonist, and Johnny Hodges, an alto saxophone master.
Undoubtedly, three factors explained his eventual mastery of the soprano saxophone: his interest in the music, long hours of practice, and a natural talent for music. He then went on to play other woodwinds, for example, tenor saxophone, baritone saxophone, and clarinet, as well as the trumpet, and excelled at them all. The woodwinds were truly his forte. Like all musicians of note, this self-taught king of music eventually gained mastery of his art through hard work and perseverance, driven by a passionate love of music.