The first-born was a girl, who died in 1685; then came Katherine, born in 1676, who married Anthony Baller, whose son Joseph issued in 1820 the slim volume bearing the title of "Gay's Chair";[3]in 1778, Jonathan; and three years later, Joanna, who married John Fortescue--possibly a relation of William Fortescue, afterwards Master of the Rolls, who is still remembered as a friend of Pope.

The youngest child was John, the subject of this memoir, stated by his earlier biographers to have been born in 1688, but now known, from an entry in the Barnstaple Parish Register, to have been baptised in the Old Church on September 16th, 1685.
Mrs.Gay died in 1694, her husband a year later; and the custody of the four surviving orphaned children devolved upon their uncles.

William Gay's brothers were John and Richard, who resided at Frittelstock; James, Rector of Meeth; and Thomas, who lived at Barnstaple.

Mrs.Gay's only brother was John Hanmer, who succeeded to his father's pastoral office among the Congregational or Independent Dissenters at Barnstaple.
Jonathan, the elder son of William Gay, who inherited the family property, was intended for the Church, but "severe studies not well suiting his natural genius, he betook himself to military pursuits,"[4] and, probably about the time of his father's death, entered the army.
Who took charge of the two girls is not known; but it is on record that John, after his father's death, and then in his tenth year, went to live at Barnstaple with his paternal uncle, Thomas Gay.

It is interesting to note that in 1882, "among the pieces of timber carted away from the Barnstaple Parish Church [which was then undergoing restoration] has been found a portion of a pew, with the name 'John Gay,' and the date, 1695, cut upon it....