When prompted, Mukuro alludes to her early life of being 'on the streets' and like a 'war zone' however, due to conflicting stories and Mukuro was impersonating her twin at the time, it is unknown if it is intended to be taken literally or figuratively.
At some point Junko adopted the moniker 'The Despair Sisters' for the both of them. Junko influenced and manipulated Mukuro into working towards Junko's desire to 'paint the world in despair' and planned to start The Tragedy, which Mukuro was happy to support her. Mukuro was born as the older fraternal twin sister of Junko Enoshima.