Known as 'Gabs' to family and friends, Ray first appeared in London's West End at the age of ten in the role of Eveleen in John Hollingshead's production of a musical play called "Miami" at the Royal Princess's Theatre. This was followed by juvenile roles in a series of plays in London and on tour. The next year, she played a role in "A Celebrated Case". She was also a dancer in the Blackpool ballet. At the Richmond Theatre from 1893, she played Cupid in "Little Red Riding Hood", Adrienne in "Proof", and Cissie in "The Silver King", among other plays and pantomimes. In 1899, she appeared in "Sinbad the Sailor" at the Hammersmith Lyric Opera House. Manager Ben Greet noticed her dancing skills and engaged her to tour with his company. With Greet, she toured for three years in the roles of Mamie Clancy in "The Belle of New York" and Dolly Twinkle in "The Casino Girl" (1901). Ray was back at the Lyric in 1902 to play the title character in the pantomime "Little Red Riding Hood".