McKay was born in London to an English father, writer-director Malcolm McKay, and an American mother, actress Robin Pappas. She holds dual citizenship. While growing up, she lived with her mother in Harlem, New York, in Olympia, Washington and in Mount Pocono, Pennsylvania. She studied jazz voice at the Manhattan School of Music, but did not graduate. Her performances at various New York City music venues, including the Sidewalk Cafe and Joe\'s Pub, drew attention from record labels. She signed with Columbia Records.\n', '

The recording sessions for McKay\'s debut album Get Away from Me took place in August 2003 with Geoff Emerick as producer. Emerick was known for working as the Beatles\' engineer on such albums as Revolver and Abbey Road. The title is a play on Norah Jones\' Come Away with Me. McKay is said to be the first woman to release a double album as her first release.[citation needed] Originally, her contract with Columbia called for 13 songs, but McKay aggressively lobbied her label for a double album, including bottles of wine, a PowerPoint slideshow, and a mock photo of her threatening Emerick with a gun.[citation needed]\n', '

Get Away from Me was released in February 2004. Jon Pareles of The New York Times called the album "a tour de force from a sly, articulate musician who sounds comfortable in any era". The album was included on several "Best of 2004" lists.\n', '

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