Jessie was born to a high-ranking Team Rocket member, but she grew up very poor. Because there wasn't enough food in the house, her mother would make Snowgasboard - elaborate meals made entirely out of snow, topped with a touch of soy sauce - whenever there was freshly-fallen snow on the ground. There were Sushi Snow Rolls, Snow Loaf, Ida-Snow potatoes with snow sour cream, and Snow Pudding for dessert. Jessie claims that "snow food is low in fat and helped me maintain my fabulous figure".
When Jessie was very young, her mother was called out on a special TR mission by Madam Boss (Giovanni's mother, and the founder of Team Rocket). Jessie's mom was the leader of a special expedition to find Mew on a snow-covered mountain. It is unknown whether she survived the trip; she is reported to have perished in an avalanche, but rumors suggest that she was saved by an Articuno.
Meanwhile, Jessie was growing up (presumably alone, or with another relative), but still without money. She had very bad luck with all holidays. First, her favorite (and only?) doll was "stolen" by a Jynx on Christmas Eve, and she never got any presents from Santa Claus since. Then, on Kids' Day, she didn't have the day off school, never had a swimming pool, and the only sandwiches she ever had were baloney with one slice. She was also the only girl who NEVER had a Princess Doll on Princess Day.
Jessie is very proud that she began her "acting career" very young... in first grade she portrayed a worm who lived inside a rotten apple. She can also sing (as heard in "The Song of Jigglypuff" and the song "Double Trouble") and dance, but she probably never had official lesson
When Jessie was a young teenager, she tried to become a nurse for Pokemon, but for some reason, her application couldn't be accepted. Determined to make her dream come true, she enrolled at a school for Pokemon Nurses (Chanseys) and attempted to learn Pokemon medicine. There, she befriended a clumsy but well-meaning Chansey whom she helped pass its education. However, the teacher at the school was very mean to Jessie. Even though Jessie had a knack for wrapping bandages, she fell asleep when the Chanseys were using their "sing" attack to relax patients. The teacher yelled at her, which made Jessie very frustrated. Realizing that she could never become a Pokemon nurse, Jessie left the school. Before she left, however, her Chansey friend gave her half of its official nurse necklace, which Jessie still keeps.
After this upset, Jessie somehow enrolled in Pokemon Tech. It is totally unknown how this happened, since Jessie was so poor and Pokemon Tech is an elite school only for millionaires' kids. Maybe she had a wealthy relative, or perhaps the Team Rocket organization paid for her education after her mother vanished. There's also the question of Jessie's other relatives. Perhaps she's related to Giovanni, the Boss... maybe she's even his daughter! At any rate, she attended Pokemon Tech where she met James. They were both promising students, and were very confident in their abilities. They were "so sure they would beat all the rest" that, the night before the big test, they "frolicked all night, for their futures seemed bright" and as a result, "got the lowest scores in the history of the school".
Flunking out of Pokemon Tech, Jessie (along with James) joined the SunnyTown Bridge Bike Gang. There she was known as "Big Jess" or "Chainer Jessie"... since she rode her bicycle while swinging a chain above her head. It's possible that the only reason why James (using his training wheels) was accepted into the Bike Gang was because Jessie stood up for him. (As explained in Episode 52 Princess vs Princess). She has since chased Ash and his Pikachu through the Kanto,Johto,Hoenn,Sinnoh and Unova regions.