Born and raised in Battle Creek, Michigan, Lance began acting with his Pennfield High School Drama Club, followed by the theatre program at Kellogg Community College. His earliest professional experience also came locally, doing summer stock at the Barn Theatre and improvisational Murder Mystery Theatre. He went on to train and perform at the Second City and Improv Olympic in Chicago where he studied with Del Close. Lance moved to Los Angeles in 2000 to further pursue a career in film and television.