A 1996 graduate of Seaford High School in Seaford, Delaware, Rigby became interested in astrophysics as a high school student. She has said Sally Ride made her realize that girls could study physics. Rigby was an undergraduate student at Pennsylvania State University. She worked toward a degree in physics and astronomy, and completed an undergraduate dissertation on Mg II emission systems. She moved to the University of Arizona for graduate studies, where she worked on X-ray diagnostics of active galactic nuclei under the supervision of George H. Rieke.