May is a renegade Time Lord who fled Gallifrey in a Type 40 TARDIS as the Time War kicked off. Her true name is unknown to everyone but herself and she simply goes by May as it is "the month [she] was born in." (And it's also short for her actual name, but she doesn't tell anyone that.)
May had a relatively normal childhood. Sure, it wasn't the best, but by Gallifreyan standards it could definitely have been worse. She was born in the House of Redlooms and was a part of the Patrex Chapter, later attending the Gallifreyan Academy and Academy of the Patrexes. There, she met The Doctor in passing, and she graduated and became a historian and scribe for the Time Lords, learning and documenting their rich history.
By the time the Time War began, she had already been increasingly unhappy with Time Lord society for a while and was especially appalled at the secrets the Council was hiding from the public. She decided the war was her breaking point, and took the chance to flee. Stealing a TARDIS, she managed to escape, but not without being mortally wounded in the crossfire, causing her to regenerate into her current form.
When she arrived on Earth in the year 2004, her TARDIS landed in a remote part of the Mid-Atlantic United States. With the last bit of its power, her TARDIS disguised itself as a rundown cabin and put itself into standby mode to try to preserve itself. She lived in it, becoming a sort of local legend as she only visited the nearby town once every few months for supplies, trying to repair and refuel over the years.
When she was able to wrangle enough spare parts and fuel to get the Tardis up and running to at least relocate it to a nicer place (she had gotten bored of the woods), she attempted to land in Ireland. However, partly due to her poor repair work and partly because her TARDIS was drawn in by The Doctor's, she landed in England instead.
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