Nevison was born in 1639, probably in Wortley, West Riding of Yorkshire (present-day South Yorkshire). He ran away from home at the age of 13 or 14 and may have ended up in London. Forced to flee to Holland to evade the authorities he enrolled in the Duke of York's army and took part in the 1658 Battle of Dunkirk. After his discharge he returned to England and took care of his father for several years before adopting the same profession as many of his contemporary ex-soldiers, that of a highwayman. Basing himself around Newark-on-Trent, he targeted those travelling along the Great North Road between Huntingdon in the south and York to the north.