Searching the origin of Klezmer music is in fact searching the source of music itself. At the beginning music played a religious role, it was the accompaniment of rituals, mostly sacrificial. The sacrifice was in fact the sublimation of the violence, the music accompanied the rites and domesticated the noise.

The same pattern appears in most cultures of the world which at the origin had no mutual contacts whatsoever, from Oceania to Amazonas, from India to Native Americans. Claude Levi-Strauss was the first to emphasize the common structures and themes of mythology among all human societies ("The Structural Study of Myth"). Like the resemblance of myths around the world there is an underlying commonness and similitude in the musical patterns among territorially separated human societies.

When Giora Feidman says that the cry of a baby is an expression of Klezmer, he is right, the first communicational relationship between a mother and the foetus is made through sounds and vibrations. The heartbeat, the breathing, the voice of a mother are the first music and rhythm heard and feeled by the baby.
Music appears before the language. Although music cannot refer to a signified object it can be a way of evocation,( Klezmer is an art of evocation) Levy-Strauss said that music is a language without meaning. Music does not need a formal meaning, its signification is intrinsic, universal.

Levy-Strauss again argues that "music has the power to act simultaneously on the mind and the senses, stimulating both ideas and emotions and blending them in a common flow"

King David's Psalms are maybe the first structured pieces of music, where change of mode, tempo and dynamics are clearly signified. The Psalms are hymns, songs which praise and worship the Creator. Like modern songs, the Psalms reflect the various happenings occuring in daylife, on individual level and society level.
The Psalms are the heart of the liturgy and were sung by the Levites in the Temple of Jerusalem where the sacrifices were made. The Psalms constitute a clear connection between instrumental music and liturgy.

Unfortunately, we don't know how the ritualized instrumental music sounded because there was no music notation those ancient days. After the second temple destruction by the Romans in 70AD, not one single note of Temple melodies outlasted.
The destruction of the temple marked the beginning of a collective mourning period where enjoyment of instrumental music was banned... until Rabbi Israel Baal Shem Tov founded the Hassidic movement and initiated a new Jewish way of life.