Kathryn Cristine Waldo Grey was born on April 9, 1968, in Madrid. In 1979, when Waldo was eleven, she and her family moved to
Ithaca, New York, and she continued her training at Ithaca Ballet. She also attended public school between the ages of eleven and twelve, and later recalled she was "demoralized" there. Due to her experience in public school and the desire to have better dance training, she auditioned for the
University of North Carolina School of the Arts, which accepted her when she was thirteen and provided a scholarship. However, in her first year at the school, she started developing a
tendinitis in her hips, which worsened during the second year and forced her to drop out. She received therapy in New York, covered by an award she received, and returned to school eight months later. In 1984, she started studying at the
Washington Ballet, then in 1986, she moved to San Francisco to train at the
San Francisco Ballet School. ==Career==