Most of the Biographical Dictionaries and Encyclopedias are agreed that he was born on 2^nd January 1647 at Friston Hall in Suffolk to Thomas Bacon Esquire and Elizabeth (nee Brooke) Bacon, but I have not been able to find a baptism register entry for Nathaniel. The Suffolk parish registers are not online yet, although Ancestry is currently digitising and indexing them, so hopefully once that project is complete I will be able to confirm this.

This thirteenth day of April in the year of our Lord One thousand six hundred and ninety five I Thomas Bacon of Wansworth in the County of Surrey Esquire being in reasonable good health of body and disposable memory praised to God for it do hereby make and ordain this my Last Will and Testament in manner following