The trio of Danzig, Martínez, and Caiafa rehearsed for three months without a guitarist, using Danzig's electric piano to provide the songs' rhythm. They recorded their first single, "Cough/Cool", which they released through their own label Blank Records in August 1977. Caiafa's surname was misspelled on the record's sleeve, prompting him to insist that in the future he be credited as "Jerry, only Jerry". "Jerry Only" became his pseudonym for the rest of his career. The band played their first two performances at CBGB in New York City, followed by other local performances over the following two months.