A small book, Victory In Defeat, by Tucker Hill is available throught The Museum of the Confederacy in Richmond. The subtitle is Jefferson Davis and The Lost Cause. In it is a brief paragraph quoting Davis, about his early years.
Davis says: “I was born June 3, 1808 in Christian county, Ky., in that part of it which, by a subsequent division is now Todd county…My father, Sam Davis, was a native of Georgia, and served in the war of the revolution, first in the ‘mounted gunman,’ and afterward as captain of infantry at the siege of Savannah.
 During my infancy my father removed to Wilkinson county, Miss. After passing throught he county academy I netered Transvlvania college, Kentucky, and was advanced as far as the senior class when, at the age of 16, I was appointed to the United States Military Academy at West Point. 
I graduated in 1828, and then, in accordance with the custom of cadets, entred active service…After a successful campaign against the Indians, I resigned from the army, in 1835, being anxious to fulfill a long-existing engagement with a daughter (Sarah Knox) of Col. Zachary Taylor, whom I married…
Then I bedame a cotton planter (at Brierfield) in Warren county, Miss. it was my misfortune, early in my married life, to lose my wife, and for many years therafter I lived in great seclusion on the plantation in the swamps of the Mississippi.”
In February, 1845, as we all know,  Davis married Varina Howell, the eighteen year-old daughter of an aristocratic Mississippi family.