David Henry Thoreau (you read that correctly - he switched the order of his first and middle names later) was born 12 July 1817 in Concord, Massachusetts, a small town about twenty miles outside of Boston. He was the third of four children of John and Cynthia Dunbar Thoreau. When Thoreau was about a year old the family moved to the nearby town of Chelmsford so that his father could open a grocery store. When the store failed, they moved to Boston where John Thoreau taught school. In 1823, the Thoreaus returned to Concord, where John Thoreau took over his in-laws' pencil factory. Though he sometimes traveled outside of it, for the rest of his life Thoreau made Concord his home.
Thoreau was a serious little boy from the beginning, with such a grave demeanor that people jokingly called him "Judge." In 1828, he and his brother John Jr. enrolled at Concord Academy, a progressive prep school. In 1833, with various relatives chipping in to pay his tuition and fees, Thoreau set off for Harvard College. Thoreau was dismissive of his university experience in later years, arguing that colleges produce graduates armed with lots of useless factoids and no practical knowledge about how to live. "Those things for which the most money is demanded are never the things which the student most wants," Thoreau wrote in first journal entry on 22 October 1837. Thoreau kept up the habit all his life, and his journals are an important insight into his philosophies. Also around this time, he changed his name to Henry David.
Thoreau returned to Concord and briefly taught at the public school, though he quit over a disagreement on the school's use of corporal punishment. Instead, he and his brother John Jr. took over leadership of their alma mater, Concord Academy. The academy they led was an intellectually rigorous and philosophically progressive school. Local transcendentalist thinker and educator Bronson Alcott sent his children there, including his daughter and later Little Women author Louisa May Alcott.
In 1839, Thoreau fell in love with Ellen Sewall, a relative of one of his students. He proposed, but on her father's advice she turned him down. (His brother John also fell in love with her; she rejected him, too.) Thoreau made remarks later in his life that Sewall was the only woman he had ever loved; he never married. Thoreau's love life has been the source of some speculation. Many biographers believe that Thoreau was gay, and that his single-minded focus on nature was a way of suppressing or ignoring an attraction to men. In any case, he never seems to have had a romantic relationship with anyone, man or woman. Nature was always his first love.