Her talent shone from a very early age when she starred in virtually every production that her high school in Manchester, King David Yavneh, put on. From there she went on to study for a degree in English and Drama at the University of Leeds, and her course led to her landing the title role in "Calamity Jane" and Annie in "Oklahoma!". She then studied for a master's degree at the Central School of Speech and Drama in London, where she appeared in productions including "A Winter's Tale" (as Paulina) and "Grease" (as Rizzo). This is where she met her best friend, Aoife Mulholland, who was also studying on the same course, and together they decided to audition for "How Do You Solve A Problem Like Maria?". In her "Hello! Magazine" interview, Finley said, "Aoife and I thought we would make a big weekend of it BBC audition... we were like a couple of new kids holding hands in the big school playground."