Sonny's Blues Trivia
James Baldwin was a preacher from the ages of 14 to 17 (source).
The song "Am I Blue?" that Sonny plays at the end of the story is an actual jazz song that's been covered by Billie Holiday, Ethel Waters, Cher, and Bette Midler, to name just a few.
Charlie Parker, the jazz musician Sonny idolizes, was nicknamed "Yardbird" or "The Bird" (source).