Colvig was born in 1892 in Jacksonville, Oregon. His parents were Addie and William Colvig. His father was the Jackson County attorney. He was the youngest of seven children. He was nicknamed "Pinto" because of all his freckles. Colvig grew up in Jacksonville and nearby Medford. He spend a good deal of time mimicking the sounds he heard all around him. He could mimic the sound of farm animals, a rusty gate and noises from around the village.