As early as age twelve, in 1884, Pinski had written a play at the request of two friends. He included songs from the Yiddish repertory in his play. His friends performed the play in his grandmother's apartment, and they charged admission. The large living room was the stage and the anteroom was for the audience. The wide door between the two rooms was draped with a bed sheet which was the curtain. On the threshold between the two rooms was a booth for the prompter--Pinski was the prompter. The show was a great success and raised his confidence in his writing abilities.

 Becoming a writer, however, was not Pinski's first career choice. Family events and meetings with other writers and intellectuals would ultimately determine what direction his life would take. Born on 5 April 1872 in Mohilev on the Dnieper in White Russia, Pinski moved to Moscow in 1885 with his parents. They later lived in Vitebsk from 1890-1891. Pinski left for Vienna in 1891 to study medicine, but had to return from Vienna in 1892 to help his parents who were financially ruined by the expulsion of the Jews from Russian cities. They then relocated to Warsaw where Pinski became involved with I. L. Peretz and once again became involved in Yiddish literature. Most likely Pinski developed his own personal philosophy during these early years, eventually becoming an active Socialist.

In 1896 Pinski studied for a time at the University of Berlin, where he again befriended a number of already established Yiddish writers. While in Berlin, he also worked for a Yiddish-American newspaper.