 During their time in New York, Davis became a Girl Scout who later rose to patrol leader, whose patrol won a competitive dress parade for Mrs. Herbert Hoover at Madison Square Garden.Davis attended Cushing Academy, a boarding school in Ashburnham, Massachusetts, where she met her future husband, Harmon O. Nelson, known as Ham.In 1926, a then 18-year-old Davis saw a production of Henrik Ibsen's "The Wild Duck" with Blanche Yurka and Peg Entwistle.