McConnell spent his senior year of high school at Lawrence Academy, a boarding school in Groton, Massachusetts, and then attended Southern Methodist University from Fall 1982 to Spring 1984, where he joined Kappa Alpha Order and took a course called Imagination, Awareness, and Ideas taught by Donald Pasquella (based on Pasquella's 1974 paper called 'Imagination, Awareness, and Ideas: Helping The Student Become More Creative', which McConnell later credited in his Goddard College senior study as "the most important course I have ever taken." McConnell transferred to Goddard College in the fall of 1984 where he met his mentor, saxophonist Karl Boyle, and wrote his senior study, The Art of Improvisation under Boyle's guidance. In his senior study, McConnell credited music teacher, Doug Freuler, for introducing him to jazz improvisation, and pianist Lar Duggan as “single most important person in helping me develop my improvisation”.