Dido was five when she stole her first recorder. This didn't lead to prison, but rather to her entrance one year later to the Guildhall School of Music in London. A bit of a child prodigy, by the time she was 10 she played piano, violin, and the aforementioned recorder.
Her teenage years were an interesting mixture of stealing her brother's record collection (from the Clash to Gregory Isaacs to Duran Duran) and touring the UK with her classical music ensemble.