Finlay was born at Faversham, Kent, where his Scottish father, Captain John Finlay FRS, an officer in the Royal Engineers, was inspector of government powder mills. His father died in 1802, and his Scottish mother and uncle (Kirkman Finlay) took hand of his education. His love of history was attributed to his mother. Intended for the law, he was educated at the University of Glasgow, the University of Gottingen, and the University of Edinburgh, but becoming an enthusiast in the cause of Greece, he joined Byron in the war of independence, and thereafter bought a property near Athens, where he s...