The son of William Blessed, a socialist miner, and Hilda Wall, Blessed was born at the Montague Hospital in the town of Mexborough, Yorkshire. He attended Bolton on Dearne Secondary Modern School, but after his father suffered an industrial accident, he was forced to leave school early at 14 and spent several years working at a variety of jobs, ranging from undertaker to plasterer's assistant. He completed his National Service as a parachutist in the Royal Air Force. He began his acting training at the Bristol Old Vic Theatre School, alongside Patrick Stewart. He has written about his early life in his autobiography, "Dynamite Kid" (1992).