- As a child she didn't know Michael Jackson was famous, she thought he was just a family friend because her grandmother was his personal hairstylist for several decades and they spent holidays with him.
- Her father is Brazilian, with Portuguese ancestry. Her mother has Native American (including Cheyenne), Scottish, English, French, Irish, and Ashkenazi Jewish ancestry (Sky's matrilineal great-grandmother was the daughter of Jewish parents from Galicia).
- Her song "Night Time, My Time" (from her 2013 album of the same name) was named after lines from Twin Peaks: Fire Walk with Me (1992).
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