Begg attended the Jewish King David School, Birmingham, from age 5 to 11, because his father thought it promoted good values. Begg later attended Moseley Secondary School. During secondary school, he became a member of the Lynx Gang, a Birmingham street gang. The group was mostly Pakistani, but also included Algerian, Asian, Afro-Caribbean and Irish youths. The group banded together to fight persecution by far right anti-immigrant groups. He said "we did things that no good Muslim should," but stated he rarely did anything violent. He once appeared in court for taking part in a fight with skinheads.