Calico Shepard was born an Alliance Brat.
Moving every few years as their parents were re-assigned to different ships and stations, many Spacer kids grew up outgoing, making friends quickly and easily as they adapted to their new homes.
Calico went the other direction, becoming introverted and reluctant to make close friends just to either leave them or have them leave. Instead, she buried herself in her school work and the libraries of the various places her parents were stationed. She developed a particular fondness for mid to late 1900s entertainment, particularly pulp heroes and rock music.
Joining the Alliance on her 18th birthday wasn't really a choice she consciously made. Growing up in that environment, it basically never occurred to her that she would do anything else.
Her introversion likely led her to specialize as an Infiltrator, with a particular talent for the sniper rifle. She became, in the words of one commander, a "holy terror" with the weapon, to the point that she could use it as effectively in battle as others used their shotguns and assault rifles.
Her military upbringing also gave her a particular dislike of mercenaries, pirates and the like, which was only heightened after the events of the Skyllian Blitz.