A New England native, Gregory was influenced by the region's industrial surroundings and began sketching and painting harbors, bridges and buildings at a young age. His earliest recognition in the arts came at age 9, after a storybook written and illustrated by Gregory was exhibited at the Museum of Art, Science and Industry (Museum of Discovery) of Bridgeport, Connecticut. He briefly studied painting and drawing at the Silvermine School of Art in New Canaan, Connecticut and mechanical drafting and design in secondary school. At 19, Gregory moved to Berlin, Germany to pursue studies in architecture. Arriving only fourteen months after the fall of the Berlin Wall, he was exposed to a great deal of underground, outsider art that was emerging from the East. During this period he created architectural renderings from his travels throughout Europe and explored photography and plein air painting.