I whanau a Stein ki a Nathan Stein me Anna Hirschler, he tokorua Hurai e noho ana i Budapest i te Emepaea o Austro-Hungary. I mau tonu ona matua me tana tuahine i to ratau whakapono Hurai, engari i iriiria a Stein me tana tuakana, a Ernst Eduard, hei Lutherans, kia kore ai e tukuna mai i te anti-semitism e kore ai e uru ki te maatauranga me te ahunga whakamua. I te kaainga i korero te whanau ki te reo Tiamana me te Hungarian, te reo o te whakaoranga o te iwi Hungarian i te rautau 19, a he whakapehapeha a Stein mo tenei taonga tuku iho mo te toenga o tona ora. I haere ia ki nga whare wananga Katorika me Lutheran i Budapest, i reira i ako ai ia i te Kariki, Latin, French, Ingarihi me te Punia i mua i te haere ki te ako whakamua i nga Whare Wananga o Vienna, Leipzig me Tübingen. I ako ia i te Sanskrit me te Persian me tana Ph.D. mai i te 1883. I te tau 1884 i haere ia ki a Stein me
He Hurai