Edgar was born to Olivia Deborah Davis and Edgar Leon Davis, Sr. in St. Louis. Missouri. He attended University City Senior High school (1976-80). He received a B.F.A. in Painting from the Kansas City Art Institute in K.C., Mo. (1980-84) He also received an M.F.A. in Acting from the University of Minnesota's Dept. of Theater Arts and Dance (1990-93). He now resides with his wife, Shari Cornish in Harwick, Vermont.