James Jesse was born to the Flying Jesses, famous circus performers. He, however, was afraid of heights, and preferred reading stories of Western criminal Jesse James. He invented air-walker shoes to get rid of his acrophobia, and this led to his fame as an aerialist at the circus. However, he wanted more excitement, and became the Rogues Gallery member, the Trickster.
More on this character soon for the meantime read his bio here: