March was born to John Abe March IV and Laura Len Irwin in Dallas, Texas, where she attended Highland Park High School, the same high school Angie Harmon (of the original Law & Order) attended. March was a sophomore when Harmon was a senior. She began performing in plays in high school. In 1996 she graduated from the School of Speech (now School of Communication) at Northwestern University, where she majored in Theater and Hispanic Studies. After graduating, she landed her first professional acting role (in her very first audition) as Helena in A Midsummer Night's Dream in Chicago, where she continued to pursue her stage career.