Wells was born in Edinburgh. She attended secondary school at the independent George Heriot's School.
Wells was interested in film from a young age, but did not initially pursue it. She graduated with a Bachelor of Arts in Classics from King's College London and then a Master of Arts from Oxford University. She went into finance and rediscovered film through helping an old school friend run an agency called Digital Orchard. She used this experience to apply to New York University's joint business and film graduate program with the intention of becoming a producer. She completed a dual Master of Fine Arts and Master of Business Administration at Tisch School of the Arts and the Stern School.
While at NYU, Wells created three short films: Tuesday (2015) featuring Megan McGill, which earned Wells the Best Writer Nominee at BAFTA Scotland New Talent Awards 2016; Laps (2016) featuring Thea Brooks, which earned Wells Special Jury Recognition at the SXSW Short Film Awards; and Blue Christmas (2017) featuring Jamie Robson and Michelle Duncan.

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