Edgar was born to Olivia Deborah Davis and Edgar Leon Davis, Sr. in St. Louis. Missouri. He attended University City Senior High School. He received a B.F.A. in Painting from the Kansas City Art Institute in Kansas City, Missouri. He also received an M.F.A. in Acting from the University of Minnesota's Dept. of Theater Arts and Dance. He now resides with his wife, Shari Cornish, in Harwick, Vermont.