Vega was born in Masaya, Nicaragua, a town well known for its handicrafts. He was born with a severe cleft palate, for which he has had many surgeries to correct and save his hearing. He fled the country at the age of 15, arriving in Los Angeles in 1989. In the late 1990s he was at risk of being returned to his native country as a consequence of the Immigration Reform Act of 1996. With the aid of friends and supporters, he is now a legal resident.
Vega received his early education in Crenshaw High School. He is an alumnus of the University of Southern California (USC), located in Los Angeles, where he received his degree in Jazz studies. He currently studies at the Juilliard School and lives in New York.