What did early jazz sound like and what was its characteristics?

Early jazz grew out of Rags, Blues, Spirituals, Country and African Drumming. So listen to all of those genres. Then check out Dixieland. I recommend Louis Armstrong's Hot Fives and Sevens.

Early jazz, the New Orleans-Chicago period, is marked by collective improvisation. There is bravura soloing, but the solos are much shorter and generally confined to the frontline instruments like the trumpet/cornet, trombone and clarinet. The emphasis is on playing in the so-called Hot style, designed to make early listeners dance into a frenzy.

Later jazz periods feature longer solos by all the instruments, a marked increase in the role of the saxophones (alto, tenor and baritone), including solos by the rhythm section instumentalists (piano, bass, drums). Later periods also feature two instrument duels, whereas early jazz features ensemble playing. Modern jazz, that which came around 1940-45, featured a sharp decline in the desire by the musicians for the music to be danceable.