Jennings started to play guitar at age of eight and first performed at age 12 on KVOW radio, after which he formed his first band, The Texas Longhorns. Jennings left high school at age 16, determined to become a musician and worked as a performer and DJ on KVOW, KDAV, KYTI, KLLL, in Coolidge, Arizona, and Phoenix. In 1958, Buddy Holly arranged Jennings's first recording session, and hired him to play bass. Jennings gave up his seat on the ill-fated flight in 1959 that crashed and killed Holly, J. P. "The Big Bopper" Richardson and Ritchie Valens.