Williams trained at the Arts Educational School in Hertfordshire and then the London Studio Centre. She gained early experience in amateur theatre in Surrey where she met her first husband. After graduating, she worked a season at Paco Borau's Benidorm Palace as a show-girl, in order to gain her Equity Membership. She made her stage debut understudying in the comedy Daisy Pulls it Off at Southampton's Nuffield Theatre, which moved to London's Gielgud Theatre in 1983 where she graduated to a leading role.