Jesse was born in Virginia's Blue Ridge mountain range. His mother, Virginia Price, was a college career counselor. His father, Jesse Reed Watkins, was a truck driver. His parents divorced when he was very young. His mother then moved his family to Buffalo, New York. He and his four brothers took the surname of his mother's second husband. His family calls him by his middle name, Lamont. As a fourth-grader, a teacher cast him in a play and he found his passion. After graduating from high school, he worked in restaurants to afford the tuition at New York University. He then got work on soaps and did commercials. His breakthrough came in a role in Jonathan Larson's Pulitzer Prize-winning Broadway musical Rent (2005). That was followed up with TV exposure in his first starring role in the series "413 Hope St." (1997), which aired on Fox.