He attended Pennfield School and later graduated from the Portsmouth Abbey School, both in Portsmouth, Rhode Island. Subsequently, Day enrolled at Merrimack College in North Andover, Massachusetts, where he majored in art history in 1998.
In May 2014, he gave the commencement speech for Merrimack College’s graduating class and received an honorary Ph.D. After college, Day worked on small television roles and did voiceovers for the Independent Film Channel.
