Edguy was founded in 1992 by 14-year-old students Tobias Sammet, Jens Ludwig, Dominik Storch and Dirk Sauer. The name "Edguy" was an affectionate epithet for Mr. Edgar Siedschlag, their math teacher at the time. In 1994, the band released two demos, Evil Minded and Children of Steel. These tapes were sent to many record labels, all of whom rejected the band, believing they would have no future in the music business.

The following year they self released their unofficial’ debut album, Savage Poetry. They signed with AFM Records shortly after, who offered to re-release Savage Poetry with more widespread distribution.

The band rejected this proposal in favour of recording a new album, Kingdom of Madness, which was released in 1997. 1998 saw the release of their sophomore album, Vain Glory Opera, with friend Frank Lindenhall filling in on drums.

This album helped expose Edguy to a wider audience, thanks in part to guest appearances from Timo Tolkki (Stratovarius) and Hansi Kürsch (Blind Guardian). The band was joined by new drummer Felix Bohnke and bassist Tobias Eggi’ Exxel later that year, allowing Tobias Sammet to solely focus on vocals (he had previously played bass as well handling vocal duties).