Anderson was born in Chicago to Edward and Rosemary Anderson. Soon
after her birth, her family moved to Puerto Rico for fifteen months
and then to Crouch End in London so her father could attend the London
Film School. When she was eleven, her family moved again, this time to
Grand Rapids, Michigan, where she attended Fountain Elementary and
then City Middle/High School, a program for gifted students with a
strong emphasis on the humanities; she graduated in 1986. With her
English accent and background, she felt out of place in the American
Midwest, and developed a reputation as a strong-willed and rebellious
teenager. Anderson, mocked because of her British accent, soon
developed a Midwest dialect. In addition, she had her nose pierced in
the early 1980s, and dyed her hair various colors.