Did a Seventh Day Adventist start the Jehovah Witness organization? I have a couple of friends who are JWs, and I mentioned to them about one of the founders having come from a Seventh Day Adventist background, and they acted like they never heard that before. I'm confused.
This page provides a brief history of early days of restorationist starting in the 15th century. As we get close to the mid 1800's certain names of persons  who would have some influence and association with Charles Taze Russell are mentioned.
One named George Storrs was a highly respected minister in the Methodist Episcopal Church. After he read a pamphlet penned by Henry Grew,that exposed the teachings of the immortality of the soul and hellfire as unscriptural, Storr began a diligent study of his own that at one point lead him to the teachings of the Adventist preacher William Miller.
It was Miller who:

was expecting the visible return of Christ in 1843. For about two years, Storrs was actively involved in preaching this message throughout the northeastern United States. After 1844, he would no longer go along with setting any date for Christ’s return, yet he did not object if others wanted to investigate chronology. Storrs believed that Christ’s return was near and that it was important for Christians to keep awake and spiritually alert, ready for the day of inspection. But he parted company with Miller’s group because they accepted unscriptural doctrines, such as the immortality of the soul, the burning of the world, and the absence of any hope for everlasting life for those who die in ignorance.
George Storrs died in December 1879, at his home in Brooklyn, New York, just a few blocks from what would later become the focal point of the global preaching campaign that he had so eagerly anticipated.

Storrs it seems is the only person mentioned in the history of Jehovah's Witnesses that had a brief association with Millerite Adventism.
2 things that should be noted:

Storrs is not a founder of the Jehovah's Witnesses.

Millerite Adventism (Millerism) is not the same as Seventh Day Adventism.


Storrs was respected by  Charles Russell who said of him:

The Lord gave us many helps in the study of His word, among whom stood prominently, our dearly beloved and aged brother, George Storrs, who, both by word and pen gave us much assistance; but we ever sought not to be followers of men, however good and wise, but ‘Followers of God as dear children.’”
Yes, sincere Bible students could benefit from the efforts of men like Grew and Storrs, but it still was vital to examine God’s Word, the Bible, as the real source of the truth.

Another early restorationist named Jonas Wendell was a zealous Adventist preacher following in the spirit of William Miller.

Unknown to him, attendance at one of his presentations restored Charles Taze Russell's faith in the Bible as the true word of God, leading to Russell's ministry.

Still in answer to your question Russell was not at anytime an Adventist himself and in particular not SDA.