In fact, growing up on a council estate in Sheffield, the 27-year-old - one of the youngest MPs to be elected for the first time at 2019’s General Election - Ms Davison’s family rarely discussed politics, and she thought Winston Churchill had been a Labour Prime Minister.
But now Ms Davison, who counts the Prime Minister’s fiancée Carrie Symonds among friends, has been making waves in Westminster for 12 months as an integral part of Boris Johnson’s so-called Blue Wall, and is tipped as one of the Conservatives’ rising stars.
“I had the benefit as a kid of growing up in a really non-political family,” Ms Davison said, speaking to The Yorkshire Post from her Westminster office this week.
“I don’t think my parents had ever voted at all, my grandparents were classic swing voters, Tory and Thatcher, then Labour and Blair.
“So when I was learning about the different political parties, I literally didn’t have a clue, I had vaguely heard of them, and I was so naive to the point that I genuinely thought Winston Churchill was a Labour Prime Minister.”
But Ms Davison learned quickly, choosing to study politics at A-Level at the independent Sheffield High School for Girls, where she studied on a full scholarship, over business studies and art.
“And it became probably one of the best decisions I’ve ever made,” she said.
Since December, Ms Davison has spoken in support of scrapping HS2 and giving the money to local projects, as well as making powerful interventions on mental health speaking about her own depression and suicidal thoughts, as well as being a staunch Brexiteer.
And despite having little political background, she felt secure in her home in the Conservative Party.
“As I learned about the different parties, I went back to the values I had grown up with,” she said.
“The values that my dad and my grandma had really instilled into me, to go work really hard, to stand on your own two feet, and always aspire to be better.”
In Ms Davison’s maiden speech in January she spoke with passion about her father, Dominic, who was attacked and killed in Sheffield pub The Bassett in 2007, when Ms Davison was just 13.
At the time, the court heard how the attacker, Mark Bailey, intervened in a minor argument 35-year-old stonemason Mr Davison was having with his cousin, but when Bailey punched Mr Davison in the face, he collapsed, causing a fatal brain injury.
Bailey was later jailed for manslaughter, but has since been released.
But Ms Davison sat through the trials, even representing her family at a criminal injuries compensation tribunal when they could not afford a lawyer and were not granted legal aid.
“It really is why politics became an interest in a roundabout way,” she said.
“It was obviously a really difficult time for the whole family and we went through the court system for a few years, and what I saw from that was what I felt a huge sense of injustice, not only because my family had been directly affected, not just because we lost a really incredible human, but I saw lots of ways where I thought the court system was perhaps not working to its best.”
For a while, Ms Davison considered joining the police, citing Karen Cocker, the family liaison officer who supported her family in the South Yorkshire force as an inspiration in her life.
“But you know what mums are like, very protective, mine thought it was too dangerous,” she said.
“So politics kind of took me by accident.
“My dad was self-employed, he knew the meaning of hard graft. One year, he worked until midnight on Christmas Eve because he promised a family their kitchen would be ready for Christmas Day.”
She joked: “Now I’m not going to lie, my mum wasn’t so happy about it!”
But she said: “It was totally just in his character, he was such a hard-working guy, and that trickled down. Those attitudes of hard work are what I’ve grown up with and so as I learned about the Conservative Party that was the only party who really had those values at heart, so I joined, and the rest is history.”
Before becoming an MP, Ms Davison studied British Politics and Legislative Studies at the University of Hull, and worked for a year as a parliamentary aide for now Leader of the House Jacob Rees-Mogg.
She also stood, unsuccessfully, in Hull City Council elections, and for Parliament as the Conservative candidate for Hull North in 2015, and then for Sedgefield in County Durham in 2017.
She also appeared on the Channel 4 documentary series Bride and Prejudice, which featured her marriage to Hull Conservative councillor John Fareham in 2018, who is 35 years her senior.
The show documented their wedding at Hull’s Guildhall and their attempts to convince family members to accept their romance.
But the pair separated before the 2019 election where Ms Davison won with a 7,962 majority, a swing of 9.5 per cent from Labour, and became the first Conservative MP for Bishop Auckland since the constituency’s creation in 1885.
And Ms Davison is an exemplar of the new breed of Tory MPs who were elected across the North, with working class backgrounds and roots in their areas.
And she has been tipped as popular with Mr Johnson - the PM's then girlfriend, now fiancée, Ms Symonds hit the streets of Bishop Auckland, along with the couple's dog Dilyn, to doorknock with Ms Davison during the election.
Photos from campaigning were posted on social media by both Ms Symonds and Ms Davison, with the latter using the caption #ToryGirlSquad, and Ms Symonds replying with a heart.
“When I first saw things changing was the Tees Valley mayoral elections,” she said.
“It was seeing a Tory elected on Teesside in Ben Houchen, something nobody ever expected, and even better a Tory who was promising to nationalise an airport, which was not the most conventional of things.
“But he promised it, people voted for him, and he’s delivered it, which is incredible. So I think the shift has been happening for a little longer than just last winter.”
And she said: “Certainly the feedback that I got when I was going around my constituency, knocking on doors and going around the pubs and chatting to people was people felt like they've just been taken for granted for a really long time.
“They felt like the areas that they were brought up in, in the areas that they love, they've only seen them decline, they haven't really seen things get any better.”
Brexit and an aversion to Jeremy Corbyn were also factors, she said.
But she was also keen not to downplay Boris Johnson’s personal popularity in the North.
“Boris is still so popular still, as a figure and as a leader,” she said. “I’ve had so many people say ‘I can’t understand how this man from Eton goes down so well in the North’, but he does, he’s absolutely incredible.
“You see him go on visits to factories, we saw the one of Teesside where the guys in overalls had their ‘we love Boris’ signs, and I saw the same in my constituency, when he was supposed to come on a visit to Barnard Castle which unfortunately ended up getting cancelled at the very last minute but there were crowds there flocking to see him.”
And while she conceded that a Prime Ministerial visit to Barnard Castle any time soon, after the debacle of the PM’s former advisor Dominic Cummings’ visit to the beauty spot during lockdown hit headlines, was probably unlikely, she was confident of Mr Johnson’s support in the North.
Ms Davison is keen not to pin her colours to the mast with any particular wing of Conservatism.
“Rather than being ideologically dogmatic, for me, it’s about pragmatism,” she said.
“It’s assessing the situation and formulating policy and ideas based on that situation.
“I think freedom is one of the most important things that we are fortunate enough to have in the West, so personal responsibility, personal freedoms, for the most part I think the free market does do stuff better than the states, and that society thrives more when the state allows people to live their lives freely.
“But beyond that it’s just common sense pragmatism.”
Ms Davison said she had been welcomed with “a sense of camaraderie” to Parliament, and dismissed suggestions that being young and a woman had made her colleagues treat her any differently to any other newly elected MP.
“We're all there, we've all had to fight to get here, we're all now part of this very special club that has the honour of trying to try to steer our country. So, it's not something I've particularly noticed in Parliament, thankfully.
“But one of the places where I certainly do feel that being female makes a difference is when it comes to abuse and particularly social media, which is pretty grim all around and politicians, as a whole, have suffered far too much from kind of anonymous trolls sitting in underpants with a laptop or whatever.
“But one thing that I’ve noticed is if I tweet something out, that is almost identical in wording to one of my male colleagues who has a similar number of followers, the level of abuse and comments online is always far higher, and they're often more personal.
“And one thing I often see thrown at women that I don't for male colleagues is ‘stupid’, questioning your intelligence, you're not smart enough to be there, and you don't tend to get that with the blokes as much.”
Ms Davison said she would continue to tweet, however, and said she had every confidence in the Prime Minister’s levelling up message.
“It's quite abstract, but to me it is basically putting in place a series of policies for the level of opportunity, because we know that right across the North, we've got some incredibly talented people, but we don't always see them get the same opportunities as those who were born in more affluent areas, and that's something I fundamentally want to change,” she said.