Chegwin was born in Walton, Liverpool, on 17 January 1957. He entered an end-of-the-pier talent competition in Rhyl, North Wales, and later joined 'The Happy Wanderers', a concert party that toured the pubs and clubs of the North West. He was then spotted by June Collins (mother of Phil Collins) of the Barbara Speake Stage School on "Junior Showtime", a Yorkshire Television children's talent series. She invited him to London to audition for the stage show "Mame" with Ginger Rogers. He attended stage school with his twin brother, Jeff. As part of a play he performed in at the school, Chegwin sang the first song that Phil Collins ever wrote.