Murray was educated at Emanuel School, Battersea, London. Murray was always interested in puppets, as a child he made puppets and used to give little shows to friends and family at home. Speaking in 1999 he said, "I have been interested in puppets ever since I was a child. My enthusiasm was greatly stimulated, I remember, by a visit to the Victoria Palace when I was about eight to see Delvain's Marionettes on the variety bill. Later, of course, I avidly read the Whanslaw books." On leaving school, he worked as a journalist and also joined the Territorial Army. He enlisted in the London Scottish Regiment in 1939 and was later commissioned into the Royal Corps of Signals. He saw action at the D-Day landings, landing on Gold Beach.