She knew it was stupid to lie about it. That's how Shades happened. How dangerous things stalked you because you didn't face them. It was just too big of a risk.
Stopping again, she turned around to look at Arthur, although found she couldn't quite meet his eye. Facing the past was difficult for anyone.
"When I was a child, I was... taken. At a fair. They had an unbalanced employee and he just... grabbed me." Hopefully she wouldn't have to explain.