Cookson (registered as Catherine Ann Davies) was born June 27, 1906 in Tyne Dock, South Shields, County Durham, England, United Kingdom, and known as "Kate" as a child. The illegitimate child of an alcoholic named Kate Fawcett, she grew up thinking her unmarried mother was her sister, as she was brought up by her grandparents, Rose and John McMullen.
She believed her father was a gentleman and thought she should act accordingly as a lady. This led to her reading voraciously and taking elocution lessons to improve herself, all the while fetching beer for her mother from the local pub or taking items to hock at a pawnshop.
Biographer Kathleen Jones tracked down her father, whose name was Alexander Davies, a bigamist and gambler from Lanarkshire.