Coronel is Peruvian and was born in a military hospital in Lima. He is of mostly Amerindian descent, although also has Spanish, French and African ancestry. His family emigrated to Harlem, New York in 1980 to escape the Peruvian Civil War. During his teenage years, he was arrested multiple times due in part to what he has said was "selfish and childish" behavior. He attended Hunter College High School on the Upper East Side of Manhattan, where his classmates included Chris Hayes and Lin-Manuel Miranda, whom he bullied, although the two later became friends. Shortly after enrolling in Pennsylvania State University, he was arrested and charged with assault-related offenses due to his involvement in an altercation between fellow students; the charges stemming from this incident led to him being incarcerated for a year.