Funny thing is, Davey Jones was a drummer and Mickey Dolenz a guitar player going into the band. from the link above:
Yet after the show's launch, The Monkees came under fire from music critics when it was learned that session musicians -- and not the group's members -- had played the instruments on their recordings. They were derided as the "Prefab Four," an insulting comparison to the Beatles' nickname, the "Fab Four."
In reality, Jones could play the drums and guitar, and although Dolenz learned to play the drums after he joined the group, he also could play guitar, as could Nesmith.
Nesmith also wrote several of The Monkees' songs, as well as songs for others. Tork, who played bass and keyboards on the TV show, was a multi-instrumentalist.