While growing up in rural Wisconsin, Mays had a lot of curiosity but had to learn many things all by himself due to a lack of available resources and information. He had four main interests: chess, mathematics, architecture, and music. His mother Doris played piano and organ, and his father Cecil, a truck driver, taught himself to play guitar by ear. His teacher allowed him to practice improvisation after the structured elements of the lesson were completed. At the age of nine, he played the organ at a family member's wedding, and fourteen he began to play in church. In summer national stage band camp in Normal, Illinois, he was introduced to jazz pianist Marian McPartland in his senior year of high school.