It was the time of the Roaring Twenties and the Prohibition era. Cago's mother faced a wondrous miracle during her final hours; she was giving birth to a precious baby girl while she was dying. This sentimental beginning and end of life occurred in the bowels of a burlesque palace on Chicago's near south side, which years later would flash the baby's name "Cago Lights" on its glittering marquee. Surviving the realities of growing up in the Windy City, Cago emerges from a childhood of loneliness to spread her wings as a gifted dancer and mysterious and vivacious crime fighter.