He was told his parents died in a plane crash when he was just a kid- but they really were spies and that had to be kept classified.
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He doesn't have a "spider-hideout" or anything, but he does live in Queens, New York and goes to Empire State University (a fictional school.) Depending on when he was in high-school or when when he was in college, he lived with his Aunt May and at one point, owned his own apartment.
With his aunt May in the New Jersey suburbs
He had an absentee father and his mother couldn't take care of him.
You get Surf after you beat your dad (Norman) at the Petalburg Gym. Afterwards, go into the house to the left of the gym where Wally's uncle and aunt live. Talk to Wally's uncle and he will give HM03 Surf.
Spiderman/Peter Parker lives in Queens, New York. In Early comics he always lived with his Aunt, May Parker. He currently has an apartment with his currently incarcerated roommate's sister.