Schaal was born on January 24, 1978, in Longmont, Colorado, to a Lutheran family of Dutch ancestry. She was raised on her family's cattle ranch, in a rural area near Boulder, Colorado. Her father is a construction worker and her mother a secretary.
Schaal attended Skyline High School where she graduated in 1996. She has a brother, David, born in 1975. She attended the University of Colorado in Boulder for a year and graduated from Northwestern University. She then moved to New York in 2000 to pursue a comedy career. In 2005, she had her first break when she performed at the People’s Improv Theatre in New York doing character work and was included in the New York article "The Ten Funniest New Yorkers You've Never Heard Of".
