In 1976 Shelley was born in North London as the youngest of three daughters. Her parents were born in India as British citizens. Shelley has said that they “both grew up with a British culture, were brought up as Catholics, only spoke English and had British passports, so when they moved over to England they came over as Brits really.”
Because of her father’s (sergeant major Conn) involvement with the British military the family moved around a lot. In her early childhood Shelley lived in West Germany and Gibraltar before moving to Basingstoke with her family when she was nine. There she attended St John’s Church of England Primary School.
Shelley discovered her passion for acting while at the Cranbourne Secondary School. “There was a drama teacher called Diane Creasey who was a massive inspiration to me. I’d always loved drama and been involved in school plays, but she gave me lots of great opportunities.” According to Terry Ayres, the school’s former headteacher, Shelley “contributed a lot. She was a brilliant head girl and got the balance of how to hold office and to use it co-operatively.”
After studying a foundation course in drama and A-levels in English literature and history, she took a drama degree at the former Bretton Hall Arts College, in Leeds, followed by a post-graduate degree at Webber Douglas Academy of Dramatic Art, in London.