Soon after being reunited with his mother, Will decided to be serious about his music. He started to study violin at Oberlin Conservatory in Ohio at age 14. Cook's musical talent was apparent at an early age. At Oberlin, he was a student of Frederick G. Doolittle, as well as Fenelon Rice, L. Celestia Wattles, and Calvin B. Cady. With help from members of the African-American community, his benefit recitals were sponsored in order to help him afford to study abroad.