Steve was born in Brooklyn, New York, to Michael J. Breglia and Lillian Nyboe. At the age of six, his family relocated to Arizona in search of a quieter, more family-friendly place where children could grow up surrounded by open spaces. Steve thrived in school and began his athletic journey while attending St. Catherine’s Elementary School, where he played football, baseball, and basketball. He later attended Brophy College Preparatory in Phoenix, where he continued to excel