Born Nathanael von Wallenstein Weinstein to prosperous Jewish parents, from the first West set about creating his own legend, and anglicising his name was part of that process. At Brown University in Rhode Island, he befriended writer and humourist S. J. Perelman (who later married his sister), and started writing and drawing cartoons. As his cousin Nathan Wallenstein also attended Brown, West took to borrowing his work and presenting it as his own. He almost didn't graduate at all, on account of failing a crucial course in modern drama. West indulged in a little dramatics of his own and, in tearful contrition, convinced a gullible professor to upgrade his marks.

After spending a couple of years in Paris, where he wrote his first novel, The