Jesse decided at age eight to become an actor. He joined the Albuquerque Children's Theater. He was a member for six years. In high school, Jesse played Albert Peterson in "Bye, Bye, Birdie" and General Bullmoose in "L'il Abner". He also joined his high school speech and debate team and worked as a dancer/singer at Cliff's Amusment Park.
Jesse graduated high school in 1994 and attended American Musical and Dramatic Academy (AMDA) in New York City. He worked mainly on Off-Broadway and Broadway shows(including the Tony Award winning [book] "25th Annual Putnam County Spelling Bee").