Although little is known with certainty of his early life, Pezza learned to read and write, hardly a common accomplishment at the time, and further indication of some wealth in the family. As a young man he secured employment as a courier for the Neapolitan Royal Mail, making the round trip between Terracina and Naples twice a week for 50 ducats a year, a considerable sum, while becoming intimately familiar with the local terrain, which had a reputation for brigandage, knowledge that would later serve him in good stead. In 1797, while so employed, he vied for the affections of a young woman with another young man. One night his rival and another man ambushed Pezza, intending to do him some harm. Pezza, who reportedly had a "fiery temper," managed to kill both of his attackers. He took to the hills, but was soon caught. Tried, he was convicted of manslaughter, since the slaying had been committed in self-defense, and on 25 October 1797 he was sentenced to a tour in the army in lieu of prison.