Cleven was the youngest of seven siblings, was born in Skudenes, Norway to Ingebjorg and Johannes Kleven. Johannes Kleven was a music teacher in Skudeneshavn, one of the main towns of the Skudenes parish of the island of Karmøy, Rogaland. Cleven studied music under his father during his childhood, but was not able to pursue a musical education when his father's death, when Cleven was nine, left the family in poverty. Cleven attended public school and, at the age of fourteen, began working as a ship hand, where he cooked food for sailors and was frequently beaten for minor misdemeanors. To escape the hardships of the fishing life he moved to the United States at the age of seventeen and settled in Inwood, Iowa, where he lived for several years before moving to New York City in 1893 to pursu