In Dishonored 2, Delilah Copperspoon tells the story of her upbringing in Dunwall Tower as the illegitimate child of Emperor Kaldwin and a servant. As the firstborn, she says that her father repeatedly told her that she would be princess someday, while at the same time hiding her from the public.
More importantly, she claims that Jessamine lied and said Delilah broke some dishes while they were playing. As a result, she was sent away with her mother to debtors prison, and they were never contacted by the royal family again. There's never anything really contradicting the tale, although the heart of Jessamine is as vague as always and never admits anything. Is all of this true, or just a half-truth warped by Delilah's hatred? Or is it left to the player to decide?
Perhaps some of this is answered in The Brigmore Witches, which I've never played. Feel free to spoil away if necessary.
In my last playthrough as Emily, I played her as merciless and vengeful as possible. The few allies she had were not very forthcoming with information, so it's possible that had I played more peacefully, I would have gotten more of the story.