Born at the Hall of Clestrain, Orkney, Scotland to John Rae, factor of the Honyman estate, and Margaret Glen Rae c. 1809 [birth registry shows 1806]. Sister of the Hudson's Bay Company Arctic explorer Dr. John Rae.
An interesting side note is that Jessie and her sister Marian were used as a basis for the two sisters, Brenda and Minna, in Sir Walter Scott's novel The Pirate. This information is found in the Letters of Letitia Hargrave.