Frost studied at Gonville and Caius College, Cambridge, from 1958, graduating with a Third in English. He was editor of both the university's student paper, "Varsity", and the literary magazine "Granta". He was also secretary of the Footlights Drama Society, which included actors such as Peter Cook and John Bird. During this period Frost appeared on television for the first time in an edition of Anglia Television's "Town And Gown", performing several comic characters. "The first time I stepped into a television studio", he once remembered, "it felt like home. It didn't scare me. Talking to the camera seemed the most natural thing in the world."