Protheroe joined the folk group Folk Blues Incorporated (FBI) when he was nineteen, while at this time listening to Bob Dylan and the Beatles. He came to London with FBI in 1965, and played in folk music clubs in and around London. In 1966, Protheroe began his career as an actor. His first job was with his local repertory theatre in Salisbury. He worked there for about seven months then spent the next five years in various theatre companies around Britain, developing his musical skills as well as becoming an experienced actor. In 1968 he worked for nearly two years in a theatre company in Lincoln, where he met Martin Duncan who was also a musician, writer and actor. Over the next few years they collaborated on various musical and artistic projects.