The 1930 census lists Jessie Benn 47, Freda 37 and ten children as living in Coeymans Twp, Albany County, NY. Everyone is listed as born in NY except Freda's parents who are listed as born in Germany.
The 1920 census shows much the same things, except it is Jesse and Frieda this time and they are living in Hoboken, NJ.
The 1910 census shows Jessie and Frida, married one year, living with her parents Henry 37 and Henrietta 43 Brockman in Hoboken. They were born in Germany and married 20 years. It also shows Henry immigrated in 1888. It shows Jessie was born in Ohio.
The 1900 census shows Jessie Benn, born March 1882 as the son of William Benn, born Nov 1858, and his wife Libbie (Lizzie?), born April 1863 living in New Scotland, Albany Co. Including their two other children everyone is listed as born in NY.
I believe William's middle name may have been Henry based on his son Nelson's WWI draft card. Jessie's WWI draft card shows he was born March 23, 1882.
The 1920 census shows Henry and Henrietta immigrated in 1891 an 1890 respectively. By then they were living in Seacaucus, NJ.
Some of these records you can look at for free at labs.familysearch.org and Ancestry.com. For those you cannot see for free I suggest checking with your local libraries to see if they have Ancestry or Heritage Quest.
If you can determine when and where Jessie died I suggest getting his death certificate and obituary.
I found nothing to suggest Jessie was born in Pennsylvania. The one census record says he was born in Ohio but I seriously doubt that. I also don't know why I found Frida's maiden name to be Brockman rather than Kessler. It's possible I made a mistake along the way.