His father, Jesse N. Lay, worked for International Harvester, first as a bookkeeper in Charlotte and later as a commercial salesman in Columbia, South Carolina, where the family moved.[1] By 1920, they moved to Greenville, South Carolina.[1] In 1922, his mother died of cancer and his father remarried.[1] He then attended Furman University on an athletic scholarship for two years, but did not graduate.[1][2]