Born to an upper-class family, David rebelled against social norms of the day. In the 1930s she studied art in Paris, became an actress, and ran off with a married man with whom she sailed in a small boat to Italy, where their boat was confiscated. They reached Greece, where they were nearly trapped by the German invasion in 1941, but escaped to Egypt, where they parted. She then worked for the British government, running a library in Cairo. While there she married, but she and her husband separated soon after and subsequently divorced.