Of Scotch-Irish ancestry, Murray was born in Newton, Iowa, and raised in a Republican, "Norman Rockwell kind of family" that stressed moral responsibility. He is the son of Frances B. (née Patrick) and Alan B. Murray, a Maytag Company executive. His youth was marked by a rebellious and pranksterish sensibility. As a teen, he played pool at a hangout for juvenile delinquents, developed debating skills, espoused labor unionism (to his parents' annoyance), and on one occasion helped burn a cross that he and his friends had erected near a police station.