One Happy Family

Not quite. Midnight's parents had to hide her in a small bush because Bowser attacked their village and captured everyone except a few that hid. The few Shy Guys that survived the attack found Midnight in the bushes and raised her the way a Shy Guy would. They taught her how to play violin, how to treat her loved one, how to defend herself, and how to earn money. That's when she started working for Count Bleck and developed feelings for him over time. When she was introduced to Shy-Bleck, though, she saw something in him that she never saw in Count Bleck; her destiny. And that brings us to today. Sadly, she still doesn't know where her parents are since they're not in Bowser's castle anymore and they probably ran away.