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Shay was born in New York City to immigrants from Dublin, Ireland. His mother died in childbirth and his father served in the merchant marine. While visiting his father at the docks one day, Shay met an older boy, Liam O'Brien, and the two became friends. Shay was raised by his aunt in a poor and dangerous neighborhood, and Liam helped Shay learn how to fend for himself.
By the tender age of eight, Shay earned a reputation as a brawler, and his father brought him aboard his ship. Shay was always on the lookout for an adventure, and although he would miss his friend Liam, he eagerly agreed and began to work for a living. Shay began to train with a sword and pistol so he could join the crew in fending off pirates. In one such incident, Shay singlehandedly faced down and shot a pirate captain, saving his ship.
In 1747, disaster struck at sea when a storm claimed many lives of Shay's crew, including his father. Shay returned to New York and spent his days wandering from one tavern to the next, starting one brawl after another.
By chance, in 1748, Shay reunited with Liam O'Brien, who helped him get back on his feet. After that, the two became inseparable. Liam introduced Shay to Achilles and learned about the Assassins and their Creed. He joined them a year later, and his training was assigned to Liam and his fellow recruits Hope Jensen, Chevalier de la Vérendrye, and Kesegowaase.
(Bromance alert. -V.)
As years passed, Shay grew increasingly resistant to the Assassins' ways. He questioned Liam about the morality of their actions and the restrictions the Mentor placed on them.
Shay continued to obey until Achilles sent him to Europe on a mission to retrieve a Precursor artifact. The Mentor thought it would be an Apple of Eden, but Shay discovered, too late, that it was part of a system which he came to believe had been built to stabilize the world. Shay inadvertently triggered an earthquake that leveled Lisbon.
(Fun fact: We've been studying these temples for centuries and we still don't have any clue about what they do or why the First Civilization built them. Were they weapons in their war against humans? Were they another desperate attempt to ward off the catastrophe that killed them? -V.)
When he returned to warn Achilles of what he had discovered, the Mentor refused to listen. Shay tried to stop the Assassins and was branded a traitor, hunted down, and left for dead.
Shay escaped the Assassins and found himself in New York, recovering from his injuries.