Aside from having a father and two sisters named Barbie Wire and Tilla, not much is known about Blitzo's background or past growing up. Judging by the posters in his office, Blitzo and his sisters were part of a circus in Hell.
At some point, Blitzo worked as a clown in Loo Loo Land who gave out balloons to children and performed some kind of show with jokes. This is also shown in the background on posters in the pilot. It is presumed Blitzo hated that job as well as Robo Fizz (and the demon he was modeled after), whom he considered a "slutty toy clown".
Eventually, Blitzo quit the circus and dropped the "o" sound in his name to divorce himself from his past. At another point in time, Blitzo adopted a hellhound named Loona as his daughter. Somewhere in his life, he and Verosika Mayday got together only to break up after Blitzo stole her credit card to pay for horse-riding lessons.
Through as yet unknown means, Blitzo was able to be granted an audience with Prince Stolas. Blitzo managed to cut a deal with him to be given access to the enchanted grimoire, whereby granting him access to the living world; in return, Blitzo would have sex with the owl demon. With the grimoire now in his possession, Blitzo went on to start his own assassination business, the Immediate Murder Professionals (I.M.P.). He would go on to hire two fellow imps named Moxxie and Millie as assassins, and also hired Loona to work as a receptionist.