David Paradine Frost was born in Tenterden, Kent, on 7 April 1939, the son of a Methodist minister of Huguenot descent, the Rev. Wilfred John "W. J." Paradine Frost, and his wife, Mona (Aldrich); he had two elder sisters. While living in Gillingham, Kent, he was taught in the Bible class of the Sunday school at his father's church (Byron Road Methodist) by David Gilmore Harvey, and subsequently started training as a Methodist local preacher, which he did not complete. Frost attended Barnsole Road Primary School in Gillingham, St Hugh's School, Woodhall Spa, Gillingham Grammar School and finally - while residing in Raunds - Wellingborough Grammar School. Throughout his school years he was an avid football and cricket player, and was offered a contract with Nottingham Forest F.C.

Frost was chosen by writer and producer Ned Sherrin to host the satirical programme That Was the Week That Was, alias TW3 after Frost's flatmate John Bird suggested Sherrin should see his act at The Blue Angel. The series, which ran for less than 18 months during 1962-63, was part of the satire boom in early 1960s Britain and became a popular programme.  The involvement of Frost in TW3 led to an intensification of the rivalry with Peter Cook who accused him of stealing material and dubbed Frost "the bubonic plagiarist". The new satirical magazine Private Eye also mocked him at this time. Frost visited the United States during the break between the two series of TW3 in the summer of 1963 and stayed with the producer of the New York production of Beyond The Fringe. Frost was unable to swim, but still jumped into the pool, and nearly drowned until he was saved by Peter Cook. At the memorial service for Cook in 1995, Alan Bennett recalled that rescuing Frost was the one regret Cook frequently expressed.  For the first three editions of the second series in 1963, the BBC attempted to limit the team by scheduling repeats of The Third Man television series after the programme, thus preventing overruns. Frost took to reading synopses of the episodes at the end of the programme as a means of sabotage. After the BBC's Director General Hugh Greene instructed that the repeats should be abandoned, TW3 returned to being open-ended. More sombrely, on 23 November 1963, a tribute to the assassinated President John F. Kennedy, an event which had occurred the previous day, formed an entire edition of That Was the Week That Was.  An American version of TW3 ran after the original British series had ended. Following a pilot episode on 10 November 1963, the 30-minute US series, also featuring Frost, ran on NBC from 10 January 1964 to May 1965. In 1985, Frost produced and hosted a television special in the same format, That Was the Year That Was, on NBC.

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