He began ventriloquism in 1970 at age eight, when his parents gave him a Mortimer Snerd dummy for Christmas, and an accompanying how-to album. The next day he checked out a how-to book on ventriloquism from the library, and explained in 2011 that he still had it, remarking that he was "a thief in the third grade". By the fourth grade, Dunham decided he not only wanted to be a professional ventriloquist, but the best one ever. Dunham began practicing for hours in front of a mirror, studying the routines of Edgar Bergen, and the how-to record "Jimmy Nelson's Instant Ventriloquism", finding ventriloquism to be a learned skill, similar to juggling, that anyone with a normal speaking voice can acquire. Dunham has explained that, as an only child, he enjoyed being alone, likening his solitude to a "warm blanket" with which he could explore his own thoughts and ideas, which prepared him for the solitude of living alone when he later moved to Los Angeles as a struggling comedian.