Last was born to Louis and Martha Last in Bremen, Germany. He was the younger brother of Robert Last and Werner Last (aka Kai Warner). His father was an official at the postal and public works department of the city of Bremen and Last grew up in the suburb of Sebaldsbrück. He began studying the piano at age 10, although he could play simple tunes such as the folk song "Hänschen klein" when he was 9. His first music teacher felt he lacked any musical talent. Last started playing more actively with his second tutor and switched to the double bass as a teenager. His home city of Bremen was bombed heavily during World War II, and he ran messages to air defence command posts during the raids. He entered the Bückeburg Military Music School of the German Wehrmacht at the age of 14 and learned to play bass, piano and tuba.
