Gregory Daniel Davies was born on 14 May 1968 in St Asaph, Denbighshire. His parents lived in England at the time, but his Welsh father drove his mother across the border to make sure he was born in Wales. He grew up in Wem, Shropshire, which he regards as his home. His father's origins lie in Porthmadog. Both Davies' paternal grandmother, Edith, and her sister, Rebecca, were illegitimate; his great-grandfather, william Owen, had a second family in Stanleytown. Like many people in North Wales, Davies also claims descent from Owain Gwynedd.