The original body of Pain was a boy named Nagato (長門), who, like Konan and (Yahiko) were orphans from Amegakure, forcing them to fend for themselves.

One night at dinner, Nagato cried because eating together reminded him of his family, and later that night he ran away with (Yahiko).
The two were attacked by a Rock chunin, who injured (Yahiko). Seeing this, Nagato activated his Rinnegan, and killed the ninja, a feat that is normally impossible for someone who has never trained as a ninja or never had any military or martial arts training.
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From this piece of information, I can clearly say:
(Look at the first picture shown) This is the picture of the "Sage of the Six Paths" he was the only shinobi to possess the Rinnegan, let along the first. Now, in the article above says that Nagato HAS ALSO the Rinnegan, meaning that there HAS TO BE A 100% connection with the "Sage of the Six Paths" sice at said in the first article of info that "normally impossible for someone who has never trained as a ninja or never had any military or martial arts training" this was more than a natural power from Nagato but it was like a "given power"

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Now, Now... in the first article it says the name of Yahiko, which is understoud to be "PEIN" himself without Nagato's body. So from there it's a fact
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so what have we learned so far, let's put pieces together:

#1. Nagato is/was a boy, team member of Yahiko (Pein) and Konan.
#2. Nagato clearly had the Rinnegan but jet, even Jiraya himself say that it was IMMPOSSIBLE for someone that has no military or martial experience to have such a thing.
#3. From there the first user of the Rinnegan and inventor comes in the "Sage of the Six Paths".
#4. This lets us enough information that an unknown cause of a possible connection was taken between him and Nagato, letting me conclude it was a "given power".
#5. Yahiko= Pein
Yahiko+ Nagato= Pein
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Unfortunatelly I have failed to not unravel the "why Pein or how, did Pein get Nagato's form" mystery do to classified information...
I hope this at least gets you thinking...