Cook was born November 28, 1964, in Paris, France, to Canadian photographer and filmmaker John Cook and Canadian television director and producer Heather Cook.[4]

Cook studied classical and jazz guitar at Canada's Royal Conservatory of Music, York University, and Berklee College of Music in the United States.[5] He has often quipped[citation needed] that he later attempted to unlearn it all while immersing himself in the oral traditions of gypsy music.

An oldtimer once quipped to me, after I told him I was a university student, "So, how much cleaner is your brain after your first year?"  I was a bit taken aback, but now chuckle when I remember that conversation.  I now believe that learning from books in a formal education setting only provides one with a base (bias?) of knowledge.  It's how you use your own brain that distinguishes whether you are just like the majority of cookies that come out of the oven, or truly a creative individual.  I would say that Jesse Cook is an example of the latter.