Diana was born in Mandalay, Burma, where her father, a British Major was stationed. Her family returned to Britain before the war. She decided to become an actress at the age of 12, after seeing a Bette Davis film. Diana attended the Royal Academy of Dramatic Art in London, with her first stage appearance in a road company production of Show Boat. She would spend four years helping to entertain British and Americans troops during World War II in such places as Egypt, Iraq and Libya. An attack by a Luftwaffe bomber on a train that was carrying her and her fellow entertainers would make her reluctant to travel by train.