Jun was born in royal captivity during the Ming Dynasty. She spent her teenage years life as one of the favoured concubines of the Chinese emperor Zhengde. While not an ideal lifestyle - though I wouldn't mind it, it's better than digging ditches - Zhengde's taste for travel meant that by the age of 15 Jun had seen more of the world than most people of the era - which I suppose you might consider a bright side, if you try not to realise that even some cats had seen more of the world than most people of the era.
In 1521, the Assassin Order used the confusion surrounding Zhengde's death to infiltrate the emperor's compound and free some of the concubines, Jun among them. She immediately became an Assassin - but never forgot the women she'd been forced to leave behind. Years later, she returned to the Imperial Palace to free the remaining concubines, only to find that they had been killed by Zhengde's successor, Jiajing.
Jiajing's response to the second attack on the Imperial Palace was swift and brutal, and caught the Assassins unprepared. The Brotherhood in eastern China was decimated. Shao Jun and her mentor survived, but were forced to flee Asia entirely. They travelled to seek the advice of Ezio Auditore - but only Shao Jun would finish the journey, arriving in Florence in 1524, shortly before Ezio's death.