While her strict Catholic father was busy learning antiterrorist techniques for the FBI, Heather would attend her very first elementary school in Virginia, where she had very fond memories, particularly of the landscape and people. Later, she would attend Sumac Elementary School, followed by Lindero Canyon Middle School, and finally, Agoura High School, where she would spend some of her worst years. While studying there, she always felt that she didn't really know how to talk to people. Boys would have no time for her. People would tease her for being "flat" (little did they know). She was even considered a sort of "theater geek" by her classmates. As is the case with many of Hollywood's brightest, established stars like Harrison Ford for example, Heather was never considered part of the 'popular' crowd.

Her family life didn't seem very comfortable either, as tension seemed to be growing between Heather and her parents. Though her mother would drive her and younger sister, Aimee, to Hollywood for auditions, once Heather began to pick up work and especially now that she was the hot ticket, a certain "weirdness" developed, one that would eventually result in little or no contact among the family members. Ultimately, Heather was more than glad to escape Agoura, although she was voted "most talented" by her senior class.

However, as the story is told, talent alone won't get you far in Hollywood. Heather went from job to job, working as an usher at the Hollywood Bowl, landing various roles over the years in movies such as License to Drive and the critically acclaimed Drugstore Cowboy, and appearing on the popular television series Twin Peaks. She eventually decided to enroll at the University of California at Los Angeles. There, she majored in English, but dropped out after only two years. It was, however, at UCLA where she first read one of her favorite books, The Brothers Karamazov. Little did she know that Dostoevsky would indirectly play a part in her love life. In 1992, Graham landed a small role in Diggstown, starring James Woods. Apparently, Woods spotted her with a copy of Karamazov and was impressed. Though she thought the older man (45 at the time) was interesting, Graham wasn't quite sure about her feelings for him.

For the next few years, she would go on to play various roles in films like Six Degrees of Separation, Don't Do It, and Even Cowgirls Get the Blues. Throughout this time, she won the admiration of several filmmakers, including James Toback and Jon Favreau.

One night, as legend has it, Favreau took Graham to go swing dancing, and 18 months later, she played Lorraine in the critically-acclaimed Favreau vehicle, Swingers. Toback eventually got his chance and cast her in the upcoming film, Two Girls and a Guy. 1997, however, was to be the year of Heather's big "breakout". Her mesmerizing performance as a blonde nymphet on roller-skates in Boogie Nights launched her into the stardom that was long overdue. She even made a cameo in Scream 2, spoofing Drew Barrymore's "Jiffy-popping" first victim from the original and subsequently appearing on the Scream 2 'babe' panorama cover of Rolling Stone. Soon after and in the months to come, the actress whom people hardly ever noticed would be gracing the covers of various magazines with her offbeat grace.