Hedberg was born and raised in Parshall, North Dakota, southwest of Minot, and graduated from Parshall High School in 1973. He played college football at Minot State College, an NAIA school, from 1973 to 1976. He was a four year letter winner in football, basketball, and baseball for the Beavers, and earned a bachelor's degree in physical education in 1977. He earned a master's degree from the University of North Dakota in 1987.