Yung was born in Hong Kong to a civil service family as an only child. Her childhood was relatively uneventful until the death of her father when she was aged 7. Yung left Hong Kong for England at age 15 (in late 1974) to rejoin her mother who had immigrated to the United Kingdom (TVB K100 Feature Interview, 1985). Yung, her mother and a family friend whom Yung considered as her "uncle" first moved to Islington near London. Together as a family, they later settled in Histon, a small village in Cambridge, England. Yung's mother and family friend operated a small fish and chips store at Histon where Yung helped out during the weekends. While in Hong Kong, Yung attended Rosaryhill School (located at Stubbs Road in Hong Kong), where she had completed her primary and some of her secondary education through Form 4 (TVB K100, 1985). She continued with her GCE O levels at a secondary school in Cambridge. After the completion of her 'O' levels, she was admitted to a 2-year foundations program at the Anglia Ruskin University (CCAT). Upon the completion of this program, she went to London to study textile design at the Central School of Art and Design. She spent 4 years at this school (TVB K100 Feature Interview, 1985). Yung returned to Hong Kong and joined the Miss Hong Kong pageant in 1982, in which she was awarded 9th place (TVB, Miss Hong Kong, 1982). After the pageant, she was offered an acting contract by Hong Kong Television Broadcasts (TVB). She made her acting debut in 1982, in a Cantonese Wuxia series named Sup Sam Mui also known as The Legend of the Unknowns based on the Qing Dynasty period, co-starring Kent Tong and Simon Yam in which Yung played a Manchurian princess, Princess Sheung (TVB K100 Feature Interview, 1985). This was the TV drama that shot her into the limelight. Although Yung played a relatively small role in this drama, she managed to gain TVB's confidence to cast her in what would become the drama (The Legend of the Condor H Watch drama online for free.