O'Hara grew up in Toronto, and she wasn't formally trained in comedy (via The Second City). But it seems like she may have gotten some informal training based on her family life; "everybody in my family's funny. Being funny was highly encouraged in our family, I think. My dad would tell jokes, and my mom would tell stories and imitate everyone within the stories" (via The New Yorker). O'Hara worked as a waitress at the improv and sketch-comedy theater The Second City Toronto, as did her brother and sister (via The Second City).
Her brother also worked for a time at another Toronto theater where he met Gilda Radner (via The New Yorker), who would go on to become one of the first SNL cast members (via Britannica). The two dated for a couple of years, and during that time, Radner and Catherine O'Hara became friends, with Radner taking care of O'Hara like a little sister (per Vanity Fair).
O'Hara sees having grown up in Canada as giving her a sense of humor unique from that of an American. She told Rolling Stone, "Canadians not only have a sense of humor about others, but also about themselves — which I think is the healthiest and best kind of sense of humor to have. And there's an edge to it — but with compassion and love — but it's a good, dark sense of humor, too, in there just because of awareness of the world around you."
