Davis immersed herself in the arts while her family grew up in poverty. The actress told A.V. Club she performed plays in high school and skits in the park. She also entered in high-school theater competitions.

"I was a theater geek, I was a complete nerd," said Davis.

"I would take knitting classes and crocheting classes at the local community center, because it was something to do," she added. "But also, you need a kind of positive conduit to just release all that pent-up energy and frustration, because it's frustrating being poor. You don't have access to things, and you're not seen in a great light ... It really helped me to be able to express myself, and to be kind of rewarded for expressing myself well. It kind of built my self-image. I was so painfully shy."