Vizing's theorem states that any graph of maximum degree $Δ$ can be properly edge colored with at most $Δ+1$ colors. In the online setting, it has been a matter of interest to find an algorithm that can properly edge color any graph on $n$ vertices with maximum degree $Δ= ω(\log n)$ using at most $(1+o(1))Δ$ colors. Here we study the naïve random greedy algorithm, which simply chooses a legal color uniformly at random for each edge upon arrival. We show that this algorithm can $(1+ε)Δ$-color the graph for arbitrary $ε$ in two contexts: first, if the edges arrive in a uniformly random order, and second, if the edges arrive in an adversarial order but the graph is sufficiently dense, i.e., $n = O(Δ)$. Prior to this work, the random greedy algorithm was only known to succeed in trees. Our second result is applicable even when the adversary is adaptive, and therefore implies the existence of a deterministic edge coloring algorithm which $(1+ε)Δ$ edge colors a dense graph. Prior to this, the best known deterministic algorithm for this problem was the simple greedy algorithm which utilized $2Δ-1$ colors.