Born Maria Anna Paula Ferdinandine Gräfin von Wurmbrand-Stuppach in Vienna, Austria, of Greco-Austrian heritage, "Etti," as she was known, was putatively the elder daughter of Count Ferdinand von Wurmbrand-Stuppach (1879–1933) and his wife May Baltazzi (1885–1981), but more likely was the countess's biological child by Count Josef Gizycki. Her mother, who was a cousin of Baroness Mary Vetsera, a mistress of Crown Prince Rudolf of Austria, said that Count Gizycki's main interest in life was "the pleasuring of women in a physical way ... He was amoral and cynical, but he was a marvellous lover." (Gizycki was famed in the early 1900s because of his stormy marriage to American newspaper heiress Cissy Patterson.)