This is one of the newest of the Vitaphone shorts--known as a "Melody Master". These later musical shorts generally had been more straight forward and had simpler sets and no real story to tie it all together--just a famous band of the day doing their stuff. However, starting during the war years these shorts began to have a narrator and purported to give a bit of background on the band leader.
This is the second short I've seen in the last couple days featuring Ozzie Nelson (of "Ozzie & Harriet" fame) and his band. And, in both cases, Ozzie makes it well worth seeing because of a humorous talking-song. I say talking-song because his delivery sounds like both singing and reading a rhyming storybook--and it's both funny and clever. The other three numbers are also good--but the song about him not wanting to wake up is a classic--as is the punchline.
By the way, the woman in this song is NOT Ozzie's wife. And, in a nod to WWII, you see lots of folks in uniform throughout this short. See this one!