Lyon immigrated to the United States in mid 1870s to increase his education opportunities. For three years he attended the Gilbert Industrial Institute in La Teche, Louisiana. In 1880, Lyon attended Straight University. From 1881 to 1883, he attended the Gilbert Seminary while serving as the pastor of the Methodist Episcopal Church, Baldwin, later called Winston. It was here that he met his first wife, Abbie J. Wright who reluctantly married Lyon in a wedding officiated by Rev. W.D. Godman, the president of Gilbert Seminary.
