- Graduated from Columbia University with a degree in film (2002)
- He is an accomplished guitarist.
- Made his first television appearance as an infant in a Q-tip commercial.
- Homecoming king at his high school.
- Was cast member in Presumed Innocent (1990) as a child with two other future The West Wing (1999) cast members: John Spencer and Bradley Whitford.
- Jesse's paternal grandfather, Curtiss Baldwin Watrouse, was from a family that has lived in New England since the 1600s (they were of English descent, and the surname was originally spelled "Waterhouse"). His paternal grandmother, Florence Louise Bradford (the origin of his stage name), was from Hackney, London, England. Jesse's mother is of Polish ancestry.
- Shares his name with two fictional female characters. One played by Lara Flynn Boyle in the 1987 mini-series Amerika (1987), and the other one played by Olivia Hussey in the horror film Black Christmas (1974).
- He took French in high school but Spanish in college.
- Born on exactly the same date as Monica Keena (of "Freddy VS Jason" and "Man of the House" fame).
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