Born in Ogdensburg, New York on November 27, 1869 to a family of pedigree and some wealth, Sarah Welles James was a precocious child fond of horses and the great outdoors. Her uncanny ability to cut out anatomically correct silhouettes of people and animals from an early age provided the only hint of her artistic sensibility. Motherless by the age of seven, Sally moved to New York City with her father, Col. Edward C. James, a noted trial lawyer. After the move, she spent several years traveling the world with him. Sally later recalled that those"days were loaded with opportunities to study, to absorb unconsciously the great things in line and form of every nation. In fact this was my real schooling. I was heading for sculpture then, though I didn't know it."
On December 31, 1898, Sally married George Paulding Farnham, a designer gaining worldwide notoriety for his jewelry and silver designs for Tiffany and Company. Together, they moved to his family's estate, Stepping Stones, in Great Neck, NY and Sally settled comfortably into a busy life as a society matron, raising children, throwing parties and enjoying the good life. By 1901, however, her life would change dramatically. Her beloved father died early that year and later, an undocumented medical condition forced her into a prolonged period of bed rest.
Seeing his wife grow restless and disheartened by her infirmity, Paulding Farnham gave Sally some plasticine hoping to alleviate her depression and boredom. Immediately, Sally began modeling small figures, later noting that it was "as if in some mysterious previous state of existence I had actually been a sculptor and the memory of it was beginning to leak back into my fingers and thumbs." With the support and guidance of her husband and close family friend, Frederic Remington, who would famously call one of her early works " ugly as sin", yet "full of ginger," Sally dove into a career as a serious sculptor at the age of thirty-two.