During an appearance on a video podcast hosted by Todd Kerns, the bassist of SLASH FEATURING MYLES KENNEDY AND THE CONSPIRATORS, David Ellefson spoke about MEGADETH's very first shows in April 1984 which featured Kerry King (SLAYER) as the band's second guitarist
"Kerry King was incredible," David said (see video below). "We were looking for a second guitar player to do these gigs when we debuted the band in 1984 up in San Francisco… There was a couple of guys around, and then Kerry was maybe referred to us by somebody. And he came in. At that time, SLAYER still had makeup. SLAYER didn't really have their indentity yet… They grew up in Southern [California], so there was a lot of influences [from the L.A. metal scene]. So Kerry comes to play guitar with us. And he would stand there with just no expression on his face and watch Dave [Mustaine, MEGADETH leader] play some gnarly riff like 'Chosen Ones' or 'The Conjuring', and then Kerry would just stand there and then he'd put his hand on his guitar and play it back note for note. And you're, like, 'Holy hell! This guy really gets Dave.' And [Kerry] always said. He goes, 'I saw Dave play with METALLICA opening for SAXON at the Whisky,' and he said, 'It changed my life. Watching Dave in particular, it changed my life.' So he kind of became a mentor and a role model. So [Kerry] was super happy to be in MEGADETH. And then when we went up to San Francisco, he saw the thrash scene and met the EXODUS guys and all that was going on, and Kerry saw the light. And he went back home to L.A. and wiped the makeup off of SLAYER's faces."
In a 2010 interview with Artisan News Service, Mustaine said: "Not very many people know this, but Kerry King played guitar in MEGADETH in the very beginning. David Ellefson still touts [Kerry] as being the best rhythm guitar player that MEGADETH ever had, which I think is really cool."
He continued, "It's funny, because when Kerry played with us, he would still wear his SLAYER colors. We didn't, so we would be there with high-tops and sneakers on and Kerry would be there with nails for days everywhere. [Laughs] And I remember going to his house and he was making that thing [nail-studded wristband], man. His dad's sitting on a chair watching TV and Kerry's just sitting there just hammering away, making a pentagram like it was nothing — not a big deal at all. [Laughs] And we had a great time, man. He's a really smart player and he was able to learn the stuff that I wrote really quickly, which made a huge impression on David, 'cause he still talks about it."
Regarding the first few shows he played with MEGADETH 36 years ago, King told Artisan News Service, "Yeah, it was after [SLAYER's] first album [came out]. I was an admirer of Mustaine, 'cause I saw METALLICA play with Mustaine; not many people can say that. And I was blown away by how good that kid was. And I think we didn't really know each other, but we both played B.C. Rich [guitars], so an acquaintance brought it up, 'Hey, why don't you see if Kerry will play with you. And [he] asked me, 'Would you be interested in playing with Mustaine?' And I was a fan of his playing and admired how he played. So I [was], like, 'Yeah, man, I'll help the dude out.' So I played the first five shows. Maybe that's where the original bad blood [between Kerry and Mustaine] came when I left; I don't know. But my band's always been SLAYER. I saw it as an opportunity when we played, 'cause we [MEGADETH and Kerry] mostly played in the Bay Area — I think that's all we played. But if people saw me, they would associate SLAYER as well. I've always thought about, 'How can I make SLAYER something bigger by doing something on my own?' And that was my thinking when I did [a guest appearance on] the BEASTIE BOYS album, too. I'm like, 'These guys will probably get a video. We're never gonna get a fucking video; we're in a metal band.' And if people see me with my nails and stuff, they'll associate SLAYER with the BEASTIE BOYS, and they'll think SLAYER, so that's just how I think."