Alphonso Sonny Thompson was born in Centerville, Mississippi, in August of 1916. As a teenager Thompson moved to Chicago and decided to further his musical education at that city's Conservatory of Music. As a budding pianist he was heavily influenced by the piano players of the time, most importantly Earl Hines and Art Tatum. In his late teens he secured a job playing with Erskine Tate. For a time Thompson attended the University of Chicago, and also had gigs with Red Allen, Stuff Smith, and his own combo called The Rhythm Masters.
In late 1942 he enlisted in the army and suffered a serious injury which left him hospitalized for a while and time recuperating at home. He resumed his musical career in late 1944. In the spring of 1945 he landed a top job playing at the Hotel Pershing with a fourteen piece orchestra. The band had broadcast nightly remotes live and that continued for a number of months. In early 1946 he disbanded the orchestra and began to work again as a solo performer. His first session in the recording studio was for a small Detroit label called Sultan Records where he appeared on side of two records released by the label. He then recorded with a combo backing up vocalist June Richmond for Mercury.