At 12, he went to work for the government stables in Harrisburg, Pennsylvania, and at 13, he (illegally) joined the Union Army for the remaining years of the American Civil War.
David and Emily's children, Florence, Gilbert, and Lily (none of whom survived adolescence) remain buried in Liberia.
His work in Africa centered on the Muhlenberg Mission on the Saint Paul River, about 20 miles upriver of Monrovia, Liberia.
During his time in Liberia, Day frequently corresponded with friends and colleagues in the United States, submitted countless articles to the Lutheran Observer, and was incredibly outspoken in his efforts to eliminate the American and European rum trade along the African coast.
While at the mission, Day orchestrated the construction of the "Sarah Ann," a side-wheeler steam craft used to speed up travel on the St. Paul River.