Back in 1925, they had their geeky hobbies, too. Radio! At the time, World War II was over, and radio stations were popping up all over the place. The first radio commercial EVER had just happened three years previously. Radio must have seemed really exciting. You know the Radio Flyer wagon? They gave it that name as a tribute to Marconi and Lindbergh, who were very much at the top of mind in 1927.
So radio was The Shit in 1925, and there were hobbyists who built their own radio sets. As with any really good geek hobby, there were plenty of parts to choose and buy. Tubes and batteries being pretty important components to spec accordingly with your budget. All of the ads posted below appeared within the back twenty pages of the August 1925 issue of Popular Science Monthly. That's a lot of radio geekdom ads.
So what was there to listen to in 1925? Well, assuming that radio hobbyists were also listening in on short wave, they could eavesdrop on stuff from around the world, whether it was meant to be interesting or not. The BBC had only opened up shop in 1922, so that was new and exciting. For my money, it's still pretty much the best radio and news you can find anywhere. The grand Ole Opry started up in 1925, if that's what you're into. Here's a massive list of what was on the radio in '25. jeez, that's a lot.
Radio Ga Ga was released by Queen in 1984, to lament the ascent of the visual medium of video, at the expense of audio, which they saw as having a little more gravitas. Now, we can get misty about the good old days when MTV showed music videos, before it became a 24-hour parade of reality shows featuring useless idiots. If that bugs you, liberal application of old radio programs are an effective salve. And wine. You can find gobs of shows for free download in The Internet Archive.