By the age of seven he was expected to pick 100 pounds of cotton a day. At nine his family moved to Cleveland. When a teacher asked his name, he answered, "J.C.," which is what he was called. The teacher misunderstood his Southern drawl and the name was Jesse from then on.
As a teenager he set or tied national high school records in the 100- and 220-yard dashes and the long jump (called the broad jump then). At Ohio State, he was not a good student but he was easily the swiftest on the track.