Born in Moscow in 1956, Koshkin recalls liking the music of Shostakovich and Stravinsky at age 4. His parents planned a diplomatic career for young Nikita, however, and until he was 14, rock was his only musical interest. That year, his grandfather gave him a guitar and a recording by Segovia, and his life was changed.

Composing for and playing the guitar became his double passion, and he went on to study guitar with George Emanov at the Moscow College of Music, and with Alexander Frauchi at the Gnesin Institute (Russian Academy of Music), where he also studied composition with Victor Egorov.