Their mother dies when the girls are ten, just before Hilary's audition for the Royal Ballet School, and the girls go to live with their Uncle Tom (their father's brother), his wife Cora and their child, Dulcie. Aunt Cora runs a dancing school to teach girls how to perform in troupes for pantomimes, musicals and reviews; the troupes are referred to as "Mrs Wintle's Little Wonders". Dulcie, who is the same age as Rachel and Hilary, is very attractive and a talented dancer, but also very spoiled by her mother.
Mrs Wintle intended to take only Rachel, as she is a blood relative, but she decides to keep Hilary also, when she realizes how talented a dancer Hilary is. Rachel is horrified by the type of dancing taught at Mrs Wintle's school, which ranges from tap to acrobatics, and remains determined that Hilary will continue with her ballet. Rachel must also train as a Little Wonder, and though she works hard, she has no talent for the dancing required of the "Wonders". She only excels at elocution and acting lessons, which puts her in competition with her cousin Dulcie for theatrical roles.
Rachel Lennox is the daughter of actor John Lennox and his wife. A serious-minded child, she tries to take responsibility for herself and her adopted sister Hilary after they are orphaned.
Hilary Lennox is Rachel's adopted sister; the two are very close. Though Rachel wants Hilary to become a ballerina like Hilary's birth mother, Hilary prefers tap dance, acrobatics, and musical comedy.
Tom Lennox is Cora's husband, a painter who does not take much interest in dance. He becomes Rachel's friend and protector.
Dulcie Wintle is Cora and Tom's daughter, a talented but proud and snobbish dancer. She is jealous of Hilary, and detests Rachel.
Mrs Storm is Dulcie, Rachel, and Hilary's schoolteacher, who introduces Rachel to elocution and acting.
Pat and Anne are dance teachers at Mrs Wintle's school.
Yolanda and Wanda are chefs in Mrs Wintle's school.