Tony alluded to it in the Pilot episode:

Tony Soprano – Uncle Junior’s my father’s brother. Good guy. Just gettin’ old. Cranky. Used to take me to Yankee games when I was a kid. I love my uncle. At the same time, when I was young, he told my girl cousins I would never be a varsity athlete, and frankly, that was a tremendous blow to my self-esteem.