Natalia "Natasha" Alianovna Romanova born circa 1928 and was raised from her youth by a Russian soldier Ivan Petrovich Bezukhov after she was orphaned when enemy soldiers attacked Stalingrad.
It is rumored that Black Widow is somehow related to the last ruling czars of Russia, but this has yet to be proven. Not much is known about Black Widow's history prior to World War II other than she was born as Natalia Romanova in Stalingrad, Russia to unknown parents. Nazis set fire to the building that Natasha and her parents were living in and her mother threw Natasha out of the window into the arms of a Russian soldier named Ivan Petrovitch, who was serving in the army at the time.
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In the movie 'Thor', Thor refers to Agent Coulson as "Son of Coul". So using that same speech pattern, does it mean that when Loki asked her "Can you wipe out that much red, Dreykov's Daughter?" was he was actually giving her a hint that he knew her true origins and who her real parents were? She did seem to register a brief shock at his statement.