Born in Norman, Oklahoma, Davis began his musical career in Oklahoma City His father, Jesse Ed Davis II, was Muscogee Creek and Seminole while his mother's side was Kiowa He graduated from Northeast High School in 1962 Davis began his musical career in the late 1950s playing in Oklahoma City and surrounding cities with John Ware (later Emmylou Harris' drummer), John Selk (later Donovan's bass player), Jerry Fisher (later Blood, Sweat & Tears vocalist) Mike Boyle, Chris Frederickson, drummer Bill Maxwell (later Andrae Crouch and Koinonia) and others By the mid 1960s Davis had quit the University of Oklahoma and went touring with Conway Twitty Davis eventually moved to California, where, through his friendship with Levon Helm, he became friendly with Leon Russell He became a session player before joining Taj Mahal and playing guitar and piano on his first three albums Davis played slide, lead and rhythm, country and even jazz during his three-year stint with Mahal, making an appearance with the band as a musical guest in The Rolling Stones Rock and Roll Circus After the 1969 album Giant Step, he turned to session work for the likes of David Cassidy, Albert King and Willie Nelson In 1970 Jesse played on and produced Roger Tillison's one and only LP for Atco Records, a division of Atlantic Jesse and Roger − a fellow Oklahoman − were joined at the Record Plant by Bobby Bruce (fiddle), Larry Knechtel (organ and harmonica), Stan Szeleste (piano); Billy Rich (bass); Jim Keltner (drums) and Sandy Konikoff (percussion); Don Preston and Joey Cooper took care of the vocal accompanists "Roger Tillison's Album" was recorded live This album was finally released on CD by Wounded Bird Records in 2008, with Davis providing electric guitar, bottleneck (slide) guitar and banjo The Woody Guthrie-penned tune "Old Cracked Looking Glass" has become a standard for Oklahoma bands