Anna Arnold was born in Marshalltown, Iowa, to William James Arnold II and Marie Ellen (Parker) Arnold. She moved with her family to Anoka, Minnesota, where her family was the only African-American one in the small town. However, her family was an active part of the community and she was never made to feel different while growing up. The Methodist Church and school were both vital parts of the Arnold family's life. Her father created an encouraging environment that stressed education and a strong work ethic. Hedgeman learned how to read at home but was not permitted to attend school until she was seven years old.