Casson was born in Odessa, Ontario. His father was the Reverend Wesley Casson, a Methodist missionary, and his mother was Elizabeth Jackson, related to the famous Ulster Jacksons and Confederate General Thomas J "Stonewall" Jackson. The family moved around due to Casson's father's postings. After spending years Manitoba, the family went back to Ontario in 1880, just before the outbreak of the Métis rebellion. With no formal schooling, Casson turned to the world around him for education. Casson went to Victoria College in 1890 hoping to study philosophy, but was instead given a theology scholarship. He graduated with a dual degree in 1892.