Jesse was born at Lenox Hill Hospital in New York City. She grew up on the Upper West Side with her mother Cathi. She attended The Ability School in Englewood, New Jersey, until she was 12 years old, at which time she moved on the the public school system in New York City. She went on to attend high school at the Bronx High School of Science, and upon graduating moved to Los Angeles, where she attended the University of Southern California and received a B.A. in Theatre. She also spent time at BADA in London as a student of their conservatory acting program, where she honed her skills in Shakespeare, High Comedy, Clowning and Stage Combat. Since graduating, Jesse has become a student of improvisation and sketch comedy at The Second City Training Center, in Hollywood, CA. Through this program, she learned to take risks she'd never dreamed of taking, and realized another hidden talent - writing. There, she performed in the Second City style sketch comedy revue Hindsight is 20/11 (Oct-Dec. 2011), which she also co-wrote.