you know in the vintage days of professional wrestling when the crazy foreign bad guy would be announced as hailing from "parts unknown." Check out Dio's perfect wikipedia entry:
Many of the details of Dio's early life are not known for certain. Some say he earned a degree in pharmacology and was offered but declined a position at the prestigious Juilliard School of Music, but this has not been verified by independent sources.
Damn right! Keep my Dio mysterious!