Cola was born in Shanghai, China and later moved to Temple City, California. Her parents ran a restaurant in San Gabriel, California.
Cola attended California State University, Fullerton for seven years, saying about that time, "I didn’t have my shit together, frankly". At CSU Fullerton, she did campus radio and after graduation, she worked at 97.1 FM.
Cola later got a segment on Carson Daly's radio show. She later began pursuing comedy by taking Upright Citizens Brigade classes and doing stand-up comedy.

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