Lake was born in St. Marys, Ontario, Canada and moved to Sault Ste. Marie, Michigan with his family in 1886. He was born into a large family of 16 siblings (eight of whom died young). He graduated from high school in St Mary's shortly before the move to Michigan, and claimed to have been ordained into the Methodist ministry at the age of twenty-one. However, his seminary attendance has never been confirmed and census records cannot confirm even ten years' education. Lake, then, may have had no formal theological training.