Blake's musical training began when he was four or five years old. While out shopping with his mother, he wandered into a music store, climbed on the bench of an organ, and started "foolin’ around". When his mother found him, the store manager said to her, "The child is a genius! It would be criminal to deprive him of the chance to make use of such a sublime, God-given talent." The Blakes purchased a pump organ for US$75.00, making payments of 25 cents a week. When Blake was seven, he received music lessons from a neighbor, Margaret Marshall, an organist for the Methodist church. At age 15, without his parents' knowledge, he began playing piano at Aggie Shelton's Baltimore bordello. Blake got his first big break in the music business in 1907, when the world champion boxer Joe Gans hired him to play the piano at Gans's Goldfield Hotel, the first "black and tan club" in Baltimore. Blake played at the Goldfield during the winters from 1907 to 1914, spending his summers playing clubs in Atlantic City. During this period, he also studied composition in Baltimore with Llewellyn Wilson.