Godfrey served in the United States Navy from 1920 to 1924 as a radio operator on naval destroyers, but returned home to care for the family after his father's death. Additional radio training came during Godfrey's service in the Coast Guard from 1927 to 1930. He passed a stringent qualifying examination and was admitted to the prestigious Radio Materiel School at the Naval Research Laboratory, graduating in 1929. During a Coast Guard stint in Baltimore he appeared, on October 5 of that year, in a local talent show broadcast and became popular enough to land his own brief weekly program.