Natacha's real name was Winifred Shaughnessy and her place of birth was no more exotic than Salt Lake City, Utah. Her Irish Catholic father, a colonel on the Union side of the Civil War, afterward had become a businessman with mining interests who turned into a carousing problem drinker and gambler. Natacha's restless, capable, and much-married mother, nick-named Muzzie, came of Mormon stock (she was a descendant of a Mormon patriarch, Heber C. Kimball). When Muzzie needed a profession that would furnish an income, she taught herself to be an interior designer and moved to San Francisco to set up shop. As her mother changed cities and husbands, young Winifred changed surnames: from Shaughnessy to de Wolfe, and eventually to Hudnut. Stability was provided by her loving maternal aunt, Mrs. Teresa Werner, an oasis of calm who treated the exquisite, talented, and head-strong child like her own daughter. In young Winifred's matriarchal world, men were expendable and transient presences, but her loving Aunt Teresa was an anchor who held fast.
In San Francisco, Winifred's mother married Edgar de Wolfe, the socially prominent but passive brother of a celebrated interior designer, Elsie de Wolfe, who was the darling of the elite on both sides of the Atlantic. Elsie de Wolfe established her reputation as an innovator in home decor by stripping away Victorian bric-a-brac. Partial to Georgian architecture, Fragonard paintings, Louis XV furniture, and the color beige, she made her taste the epitome of fashion and filled the homes of American tycoons with French antiques. Even her passion for Pekingese dogs set a trend. Muzzie's prosperity was assured when Elsie de Wolfe accepted her San Francisco sister-in-law as a business partner who could handle clients in the western United States, while she herself served those in Europe and near New York.
Natacha's mother flourished in California, becoming wealthy and socially successful, but 8-year-old Winifred proved to be a handful. She ridiculed her ineffectual stepfather and was sent home from summer camp for conduct unbecoming a young lady. Muzzie retaliated by enrolling her daughter, under protest, at an upper-class British boarding school that Elsie de Wolfe had recommended, Leatherhead Court, in Surrey. Elsie owned a house in Versailles, Villa Trianon, which served as a gathering place for the rich and distinguished, and the child could spend summers and vacations there. She could learn French, go to nearby Paris to study ballet, and benefit from Elsie's gilt-edged social and cultural connections. Elsie's live-in companion was the theatrical agent Elizabeth Marbury, who had represented major writing talents such as George Bernard Shaw and Somerset Maugham, and performers such as Irene and Vernon Castle.