Olive Eleanor Custance was born on February 7, 1874, in Weston Hall, Norfolk, United Kingdom. She was the eldest daughter of Colonel Frederic Hambledon Custance and Eleanor Constance Jolliffe. Frederic Hambledon Custance was a justice of the peace and an English military leader during the Boer War. Her family were wealthy members of the landed gentry, descended from Sir Francis Bacon, and she grew up at their country seat, Weston Old Hall, Norfolk. Given her gender and social status, from an early age, Custance began to write poetry and integrate herself into the decadent literary milieu. Her diaries show she identified with and avidly followed the careers of Walter Pater and Oscar Wilde, and she had a particular penchant for the poetry of Algernon Swinburne. In one of her diaries that she kept as an adult, Custance wrote that she had been "a naughty...funny...fat little child, with pink cheeks and short brown hair, and big blue eyes." According to her diary, she had a flair for the dramatic and for attracting attention very early on. "My great amusement was "acting"...pretending to be someone else," she wrote. "And it was not only one person that I acted but a whole crowd. The first thing I remember acting was Robin Hood and his merry men. I did not do it as a play...I entered as it were into the words."