Simpson was born in Sutton Cheney, Leicestershire. The son of a weaver, Simpson taught himself mathematics. At the age of nineteen, he married a fifty-year old widow with two children. As a youth, he became interested in astrology after seeing a solar eclipse. He also dabbled in divination and caused fits in a girl after 'raising a devil' from her. After this incident, he and his wife had to flee to Derby. He moved with his wife and children to London at age twenty-five, where he supported his family by weaving during the day and teaching mathematics at night.