Jesse Finlay, the son of Chris Finlay and Mary Finlay (nee Cunningham), was born and raised in Kelvington, Saskatchewan. He moved to Wadena, Saskatchewan for a better education. Jesse enlisted in the Navy in his youth, which prompted his father to travel to Regina and insist that he be released, as he was underage. Nevertheless, Jesse eventually took basic training in Prince Albert, Saskatchewan, and took advanced training in Shilo, Manitoba. He volunteered to be a guinea pig at a "Gas Experiment" in Suffield, Alberta, and ended up being badly burned. After his recovery, Jesse went to Shilo, and entered the paratroops in 1942. He went over to Europe on the "Ile de France" - a journey that would take 13 days. His return trip in 1945 on the "Queen Elizabeth" took only three. Jesse's paratrooping career included approx. 4 jumps, and left him with several muscle injuries.
