Born to Alexander and Blanche (Oakes) Eldridge in Pittsburgh, Pennsylvania, on January 30, 1911, David Roy Eldridge showed an interest in music from an early age. His older brother, Joe, played the alto saxophone and violin, while Eldridge himself was first attracted to the drums. Before he was ten years old, he picked up the bugle and then the trumpet, which became his primary instrument. He also played the piano and flugelhorn. Able to pick up almost any tune and play it back by ear, the 16-year-old Eldridge was good enough on the trumpet to earn a spot with the touring carnival band the Nighthawk Syncopators after an impromptu audition. While he was still in his teens, Eldridge formed the first of several bands, Roy Elliott and His Palais Royal Orchestra. Prior to 1930 he also played brief stints with Horace Henderson's Dixie Stompers and other bands led by Zach White and drummer Laurence "Speed" Webb.
Roy's older brother Joe, a budding saxophonist, took the young drummer under his wing, and in 1925 included Roy in a rehearsal session that he had organized, a session that included future Duke Ellington cornetist Rex Stewart and saxophonist Benny Carter. After observing Roy's fascination with Stewart's playing, Joe convinced Roy to pick up the trumpet.
Rex Stewart's half-valve effects and powerful stylings had a major influence on Roy. But he was attuned to other players as well, like saxophonist Coleman Hawkins. Eldridge memorized a set of Hawkins' solos, including his solo on the hit stomp, The Stampede, recorded in 1926 by the Fletcher Henderson Orchestra by Columbia Records. Stewart also performed a solo on the tune.
According to Roy, his first major influence on the trumpet was Rex Stewart, who played in a band with young Roy and his brother Joe in Pittsburgh. But unlike many trumpet players, the young Eldridge did not derive most of his inspiration from other trumpeters, but from saxophonists. Roy first developed his solo style by playing along to recordings of Coleman Hawkins and Benny Carter, and later said that, after hearing these musicians, "I resolved to play my trumpet like a sax." Following these musicians was evidently beneficial to Roy, who got one of his first jobs by auditioning with an imitation of Coleman Hawkin's solo on Fletcher Henderson's "Stampede" of 1926. Eldridge additionally purports to have studied the styles of white cornettist Loring "Red" Nichols and Theodore "Cuban" Bennett, whose style was also very much influenced by the saxophone. Eldridge, by his own report, was not significantly influenced by trumpeter Louis Armstrong during his early years, but did undertake a major study of Armstrong's style in 1932.
Eldridge was very versatile on his horn, not only quick and articulate with the low to middle registers, but the high registers as well; jazz critic Gary Giddins described Eldridge as having a "flashy, passionate, many-noted style that rampaged freely through three octaves, rich with harmonic ideas impervious to the fastest tempos." Eldridge is frequently grouped among those jazz trumpeters of the '30s and '40s, including Red Allen, Hot Lips Page, Shad Collins, and Rex Stewart who eschewed Louis Armstrong's lyrical style for a rougher and more frantic style. Of these players, critic Gary Giddins names Eldridge "the most emotionally compelling, versatile, rugged, and far-reaching." Eldridge was also lauded for the intensity of his playing; Ella Fitzgerald once said: "He's got more soul in one note that a lot of people could get into the whole song." The high register lines that Eldridge employed were one of many prominent features of his playing, and Eldridge expressed a penchant for the expressive ability of the instrument's highest notes, frequently incorporating them into his solos. Eldridge was also known for his fast style of playing, often executing blasts of rapid double-time notes followed by a return to standard time. His rapid-fire style was noted by jazz trumpeter Bill Coleman when Roy was as young as seventeen; when asked by Coleman how he achieved his speed, Eldridge replied: "Well, I've taken the tops off my valves and now they really fly." Eldridge attributes these virtuosic elements of his style to a rigorous practice regime, particularly as a teen: "I used to spend eight, nine hours a day practicing every day." Critic J. Bradford Robinson sums up his style of playing as exhibiting "a keen awareness of harmony, an unprecedented dexterity, particularly in the highest register, and a full, slightly overblown timbre, which crackled at moments of high tension." Giddins also notes that Eldridge "never had a pure or golden tone; his sound was always underscored by a vocal rasp, an urgent, human roughness."
As for Eldridge's singing style, jazz critic Whitney Balliett describes Eldridge as "a fine, scampish jazz singer, with a light, hoarse voice and a highly rhythmic attack," comparing him to American jazz trumpeter and vocalist Hot Lips Page.