He graduated from Fort Smith Southside High School, where he was a National Merit Scholar semi-finalist, and the captain of the Rebels Quiz Bowl team. He attended the University of Texas at Austin on an academic scholarship, and then earned a Creative Writing in English BA from the University of Arkansas at Fayetteville. He played on the College Bowl team for the Razorbacks; in his senior season (1997-1998) they went 7-3 and finished in third place in Region XII.
In the recent past, Jesse's hobbies have included reading classic literature, playing in the Little Rock Kickball Association (2005-2007), and hosting the radio show Machine Language on KABF 88.3 FM Little Rock (2001-2007). He played the MMORPG combat games World of Tanks and World of Warships from 2013 until 2017.
He has never been married, and has no children.
His patrilineal great-great-great-great-grandfather (his father's father's father's father's father's father) had a son whose name was the eponym of the town of Berryville, Arkansas; and whose grandson (Jesse's great-great-grand uncle) was the fourteenth Governor of Arkansas, James Henderson Berry.
One of his great-great-grandfathers (his father's father's mother's father) was Colonel Thomas E. Champion, who commanded the 96th Illinois Volunteer Infantry Regiment in the American Civil War.
His paternal grandfather served in World War Two (359th Infantry Regiment of the 90th Infantry Division), landed on Utah Beach in Normandy on D-Day, fought in the Battle of the Bulge, and earned the Bronze Star twice. His maternal grandfather also served in Europe during that war (627th Field Artillery Battalion, attached firstly to the 16th Armored Division; secondly to the 109th Infantry Regiment of the 28th Infantry Division); he was a mess sergeant and managed the kitchen at a POW camp, established after V-E Day, in the vicinity of Mannheim, Germany.
His mother is an active tennis player, and in 2012 her United States Tennis Association seniors team, representing the Western Arkansas Tennis Association, were runners-up in the national championship tournament. That year, the finals were held in Indian Wells, California.