Snow: no, well not that I know of. I was taken when I was little and then ran away, joining the dragons seemed like a good choice because I didn't want to be hurt anymore
Cookie: I had a baby sister when I was nine, but they killed her and I ran away. Thinking they wld do the same to me when they had the chance
Snow: I was a baby when I was taken. They dropped me off in an alley where I was found and sent to foster care. That's when I ran away.