The narrator is relating the convoluted story of how she came into the world. Her mother, Anna Avalon, was a famous acrobat, part of a circus act with her husband, Harold. Together, the "Flying Avalons" were renowned for their extraordinary acrobatic skill and death-defying feats.
But one day, tragedy strikes. The Avalons are in a big circus tent performing their daring blindfold trapeze act. Suddenly, a bolt of lightning strikes the tent, which immediately starts to collapse, sending Harold crashing to his death. Anna, who's pregnant, survives by grabbing hold of a braided wire, still hot from the lightning strike. Although she suffers some nasty burns and a broken arm, she survives. Unfortunately, however, Anna subsequently loses her baby due to a hemorrhage. It is while convalescing in the hospital, that she meets and falls in love with a doctor, the man who will become the narrator's father.