Born in Bremen, Warner took piano lessons from Ernst Weelen and received theory instruction from the Max Reger and Engelbert Humperdinck student Richard Bulling.
After the war, Werner Last appeared as a trombonist along with his brothers Hans (bassist, later known as James Last) and Robert Last (drummer) in Bremen music halls and in the American clubs in the vicinity of Bremerhaven.
At this point, he was discovered by the composer and manager Friedrich Meyer and hired for the newly formed dance orchestra of Radio Bremen.
After the disbandment of the Bremen dance orchestra in 1948, he played for a time in a 12-man band, then went to seek his fortune in the USA.
In the USA, Warner had to make his living as a casual labourer for several months before he was admitted into the New York musician's union.