Heinecke moved to Bangkok in 1963 at age 14 with his family, having previously lived in Japan, Hong Kong and Malaysia. Heinecke's father spent 25 years in the United States military, serving in World War II and the Korean War. When he retired, he joined the foreign service. His mother was an Asia correspondent for "Time" magazine. Heinecke studied at the International School Bangkok, and persuaded the editor of the now defunct Bangkok World to let him write a weekly column on go-carting. In return, he received advertising space alongside it.