Lancashire has stated she was never driven by the ideas of fame and status. Her background had inspired an initial interest in working behind the scenes in television. She did not give serious thought to the performing arts until the age of 18. After winning a place at the Guildhall School of Music and Drama, Lancashire realised that she enjoyed acting. She graduated in 1986, describing her time as a student there as "tremendous" but "seriously hard work and quite intimidating".