The Prologue introduces four sisters from the Blue family: Avery, Bonnie, Nicky, and Lucky. The sisters are close, though their relationships are complex as a result of their difficult childhoods. Their mother was often aloof and withdrawn, and their father experienced alcohol addiction that contributed to frequent, intense anger. Avery is the eldest; when the novel starts, she is 33 years old and works as a lawyer in London. Though she experienced heroin addiction in her early twenties, Avery is now a high achiever: wealthy, successful, and married to a woman named Chiti. She has often acted as a maternal figure to her younger sisters.

Thirty-one-year-old Bonnie lives in California and works as a bouncer. She was previously a champion boxer but “has quit both boxing and New York after a devastating defeat” (5). Nicky, 27, died one year before the action of the plot begins. She worked as a high school English teacher and lived in New York for her entire life. She suffered from endometriosis, a painful chronic condition that led her to develop an addiction to narcotic painkillers. Lucky, the youngest sister, is 26 when the plot begins.