Born into a large extended Catholic family in Owensboro, Kentucky, Nicky was the middle child of Earl and Rose Hayden, with two brothers and two sisters. The entire family loved motorcycles, and shortly after he could walk, Nicky declared that his dream was to be a world champion. Although life on a farm meant that animals—horses, pot-belly pigs, even llamas—were a part of every day, for Nicky they were just novelties, and while he was a natural athlete, childhood sports leagues were little more than a lark. Racing—for the whole family, but especially for Nicky—was everything. Apart from an annual spring-break jaunt to Panama City, Florida, family trips were to racetracks, first around the Midwest, then the Eastern U.S., and eventually the entire country.