Born in Chicago, Illinois, Jolyon (Jol) Dantzig began playing guitar and piano in grade school. He studied guitar with local teachers, most notably local blues guitarist Michael Bloomfield. Dantzig attended Evanston Township High School where he studied photography. Dantzig continued his art education at the Art Institute of Chicago. While still in his early twenties, he became a touring musician, playing guitar, bass and singing in numerous rock and R&B bands. Dantzig also supported himself by buying and selling used guitars and running a band equipment rental company.