Born in Brooklyn, New York, Conway grew up a comic fan; a letter from him appears in "Fantastic Four" #50 (May 1966), written when Conway was 13. He published his first professional comic book work at 16, with the 6½-page horror story "Aaron Philips' Photo Finish" in DC Comics' "House of Secrets" #81 (Sept. 1969). He continued selling such anthological stories for that series and for Marvel's "Chamber of Darkness" and "Tower of Shadows" through the end of 1970, by which time he had also published one-page text short stories in DC's "All-Star Western" #1 (Sept. 1970) and "Super DC Giant #S-14" (Oct. 1970). He published his first continuing-character story in DC's semi-anthological occult comic "The Phantom Stranger" #10 (Dec. 1970). He attended New York University for a time.