Before it was on television, the show got its start on radio, in Boston, Massachusetts. Bob Emery (real name Clair Robert Emery... some sources say Clair Robin Emery) was a talented performer who became best known for his work a children's show host, first at radio station 1XE/WGI Medford Hillside MA in early 1924, and then, when WGI was undergoing financial difficulties, he took the show to a new Boston station, WEEI, owned by the Edison Electric Illuminating Company. He did his show there from late September 1924 till the early 1930s, at which time he took a radio job in New York City, first working for NBC and then working at several local stations in New York.
Big Brother Bob Emery had already been a singer and announcer on WGI before he began doing his children's show. When he first put the show on the air, it was known as the "Big Brother Club." In 1924, nearly every radio station had a man or woman who told bed-time stories to the kids, and Boston radio had several. Bob Emery would become the best known, going on to a career in both radio and TV that lasted from the early 20s till he retired in the late 60s.
"Big Brother" --long before this term connoted something from George Orwell, it referred to being a mentor -- did much more than read bed-time stories. He created a show that was both entertaining and educational, with segments about current events, literature, travel, music, and ethics (good manners, being respectful to others, etc). Emery sang and played the ukelele or the banjo. He also had guest performers, as well as interesting speakers who were doing things kids would find exciting. The Big Brother Club had membership cards and an official button (in the shape of a WEEI microphone). Bob Emery also wrote a newspaper column about club activities. WEEI would also sponsor events that Big Brother Club members could attend, including a day at the zoo or a picnic. And while the show had sponsors, Big Brother was known for caring about kids and not doing an excessive amount of hype. (By the way, it is a total urban legend that Big Brother or Uncle Don or any other children's show host ever said "that ought to hold the little bastards..." Perhaps such myths circulated because doing a children's show could be very tiresome and demanding, and it sounded like something an exasperated host MIGHT have said.)
Big Brother Bob Emery had several theme songs, one of which was a 1924 hit song called "The Grass is Always Greener in the Other Fellow's Yard" about being satisfied with what you have and not being envious. He opened his show with this, as well as with a singing jingle about WEEI. His closing song was "So Long Small Fry" ("small fry" was a slang expression for 'children') and ultimately, when he took his former radio show to television, that is how it came to be known as the Small Fry Club.