Azula's therapist was rather insistent that, "any problems you might have now are the product of a nasty childhood."
As a child Azula had frequented Ember Island it was a second home to her before she could even walk. As a child, one that could only speak in baby tongue, her mother had loved her. She wasn't afraid–no, that came later. She remembered building sandcastles with the woman, though they were more like sand mounds. She had chased Zuko up and down the beach trying to put a shrimp-crab down his trunks. And then, only minutes later, they'd be getting along again. They would share a drink of coconut milk and then bury each other in the sand.
As a child her father would take the family to festivals. He would pack up snacks and sparklers and they would venture via an elegant palanquin to the center of town and watch the parade go by. Men and women bearing sculptures of lanterns, masked performers doing leaps and flips, talented firebenders of the highest tier putting on splendid displays on colorful costumes, and at least a dozen men tucked under one giant dragon costume, making it away and dance. And then they would watch the fireworks, she'd be sitting on her father's shoulders and Zuko nestled in their mother's arms. Each and every bang would cause Zuko to start and she, herself to squeal in delight.
As a child, she was freer. Painting, singing, and dancing, though the latter two were outlawed to the general public, where activities she herself was allowed to do. Ozai took pride in the paintings she made for him and Ursa seemed to adore her singing voice. And in a time that seemed so far away, Zuko enjoyed dancing with her, even though they usually just ended up tripping over each other's feet.
As a child her father spent time with her teaching her to prefect her bending. Every day was filled with so much praise and adoration. The sort that stopped when she hit adolescence and started working through the more complicated stances. He seemed to grow increasingly more frustrated with her screw ups and exceedingly more impatient with her as she got older. But as a little girl he had nothing but affection and encroachment for her.
As a child her family wasn't so broken. She could almost pretend that there was a chance for them to be a real and normal family. Because as a child they still ate dinner together and the discussions were still mundane in nature. Zuko would tell a joke and Ozai would chuckle. Azula would make a snide comment and Ursa would remark that she was clever. Later on her mother started to view these remarks as off handed and annoying.
All in all she believed that she had an easy childhood. Easier than most anyhow. No, her childhood wasn't the problem it was everything after that and she would fight her therapist endlessly on that. Truth be told, Azula wanted to go back to that. Her childhood, when she could at least pretend that she would be okay.