Last was born in Butler, Pennsylvania on October 18, 1929, at the beginning of the Stock Market Crash of 1929, and grew up during the Great Depression. His father was of German extraction, and his mother Scotch-Irish. Both of them were teachers, but his father left teaching to work in a steel mill in hopes of earning a better living. During the depression, there was no work in the steel mills, but the family managed by growing and preserving its own food. During World War II, his father worked six to seven days a week, 12 hours a day, under demanding and dangerous physical conditions. Jay Last enjoyed hiking, walking, and exploring while growing up. Between his junior and senior years of school, at age 16, he and a friend hitch-hiked to San Jose, California, and worked for the summer picking fruit.