The twice-married singer and actress was the youngest of the seven children born to Mr. and Mrs. Harry Aronson of Arkansas and Missouri. Leona was the only one of the seven born away from Arkansas. "Bronco Billy,'' nee Gilbert Maxell Aronson, was her much older and bigger brother. She ran away from Denver and school to come to California where he was making movies. Young Leona was old enough for her brother to dress her up and put her in a picture with Ben Turpin. Charles Chaplin was the director. When they got Leona near a pond, Chaplin told Turpin to "shove her in the water." Turpin did as directed. Leona came out dripping wet and muttering that she didn't think that was very funny, though the moviegoers of the day seemingly enjoyed it. Her brother soon encouraged her to return to school, and among her school chums was Grace Moon, daughter of the manufacturer of the Moon automobile in St. Louis. When Leona finally had an opportunity to go to London and study voice, it was Bronco Billy who financed the trip.