There was audio recording Before vinyl, even before. We've gotten used to plastic as a recording medium. It's in the cassette tape backing, their shells, reel-to-reel spools, the PVC plastic 12-inches of the 1970s... Vinyl before that... and shellac 78's and cylinders before that. I have written about early recording media before, I'll try not to repeat myself here.
Early experimental media included wood, thin metallic tape, graphite, and some slightly more ridiculous things. The first was actually paraffin coated paper. He made only one reference to it in his US [No. 200,521] patent: "The material employed for this purpose may be soft paper saturated or coated with paraffin or similar material, with a sheet of metal foil on the surface thereof to receive the impression from the indenting point." For the record paraffin is also used in making wax paper, for sealing cheese, as a solid propellant, as a moisturiser etc.
In 1877 Thomas Edison patented a simple machine that could crudely record and replay sound. The recording was made with a device similar to what we use today: a stylus attached to a diaphragm. but the recording media was a strip of paraffin wax coated paper. That strip of paper was slid under the stylus while Edison shouted into the speaker. it's vibrations left an indentation in the paper. As the paper was pulled back under the stylus his voice could be heard faintly.
But as a recording medium it was terrible. At room temperature it gets brittle cant be carved without chipping. In his British patent [No. 1,644] he actually spelled out the paraffin problem: "The indentation can now be made in the foil, and the paraffin or similar material, and the indenting point, does not become clogged with the paraffin in consequence of the intervening foil." So why did he use it? Probably because had some on hand already. Pure paraffin is an effective electrical insulator, with a resistance of 1017 ohms per meter. This is really only second to plastic. In that era paraffin was used to coat electrical wires as insulation; something that was needed constantly in the Edison workshop. It was later that Edison decided that while a poor recording media, paraffin was good for wrapping candies and foods. He went on to invent wax paper.
Within a year the prototype became a true phonograph. It's new recording media was a cylinder covered with tin foil. It was rotated by a hand cranked screw. Edison did not bother to patent the paraffin-coated paper. No one thought to patent it until 2004! It's #6833025 if it interests you.
Paraffin was discovered by Baron Dr. Karl Ludwig von Freiherr Reichenbach in 1830. He was known in his day as a chemist, metallurgist and philosopher. He also discovered kerosene and the antiseptic phenol. He was also big on crystals which is why the larger body of his work is ignored. He first rendered it from wood tar. In that era it was not yet discovered that it would be distilled from petroleum. Reichenbach performed a series of tests on the new substance and found it was generally inert. On account that nature he gave the material its name from the Latin parum, too little, and finitas, affinity).
Paraffin was later obtained in 1830 by the distillation of bituminous schist, and in 1835 from coal-tar; but the inert product was largely regarded as a curiosity. An efficient system for distilling paraffin from bituminous coals was patented in 1850 by Dr James Young. In this era it's primary use was as paraffin oil, for lamps. No one then had any inkling it would later carry the imprint of sound.