Davis was born in Columbus, Ohio, in 1896, the son of a nationally ranked bicycle racer. He started riding motorcycles at age 11 and earned his first factory ride with Indian at age 19 in 1915, making $25 per week, plus expenses. Davis’ first stint with Indian ended abruptly in 1920. There was a big-money invitational in Phoenix and Davis wasn’t on the roster. Thinking quickly, the witty racer used a box of chocolates to charm the young receptionist at a nearby Western Union into faking a telegram that read: “Permit Davis to Ride, signed, A.B. Coffman"—president of the M&ATA.; Davis then paid a boy a nickel to deliver the phony telegram to the race referee, who allowed him to race. Davis won the event, but when Coffman found out about the stunt he suspended Davis from competition for a year. Less than 24 hours later, Indian fired him.