 Born in Penrith, Rimington attended Highgate School in London and then studied at Keble College, Oxford.He graduated in 1881, and joined the army as a lieutenant in the 6th (Inniskilling) Dragoons that October.The regiment was stationed in South Africa, and Rimington's first active service was the Warren Expedition in 1884 to recapture the United States of Stellaland.