Elijah Pierson grew up in rural New Jersey in a stern Calvinist family and community. His great-great-great-grandfather, Reverend Abraham Pierson, was instrumental in establishing the Puritan colony in New Jersey in 1666. His descendants settled near Morristown, where Pierson was born in 1786. Morristown was a beautiful and prosperous community, and Pierson grew up surrounded by family. The center of town life was the First Presbyterian Church. The Pierson family were founding members, which gave them great status in the community. Young Elijah learned and absorbed the core tenets of Calvinism: predestination, God’s creation of men and women according to His divine will, the superiority of men over women, and the belief that everyone should be content with their station in life and behave accordingly. Failure to comply meant hell and damnation. After Pierson inherited the family farm and the role of family patriarch, he decided to move to New York and make his fortune.

Pierson's move to New York was not unusual for this time in American history. Young men of this era often left their rural towns and villages to head to big cities to find fame and fortune. Ambitious, responsible and hardworking, Pierson quickly obtained a position as a clerk.