Anderson was born in Vancouver and raised in Burnaby, British Columbia. His father, Magnus, is the son of a Norwegian immigrant, and his mother, Anne, is of Ukrainian origin. He has two brothers (Allan and David) and a sister (Pam). As a young child, Anderson did not enjoy the game of ice hockey. His first ever goal was in his own net. However, as he grew older, and developed his skills, Anderson's love of the game increased over time. As a youth, he and teammate Ken Berry played in the 1972 Quebec International Pee-Wee Hockey Tournament with a minor ice hockey team from Burnaby.