Mary Jane Vial was born in England, according to her own account. Her year of birth has been estimated from other clues to have been either 1766 or 1768. Little independent evidence of the truth of her origins has been uncovered until very recently.
Godwin and Mary Jane’s subterfuge of two marriage ceremonies is discussed elsewhere. When William Godwin Jr. was baptized at St Pancras Church in March 1803, Mary Jane gave her father’s name in the Register as ‘Peter Andrew Devereux’ . St. Clair noted that there was independent evidence that she had strong French connections: she and Godwin initially planned to marry in France (St Clair, p.249). However, nothing has been found to prove that ‘Peter Andrew Devereux’ was a real person.
What was known during Mary Jane’s lifetime was that she had two sisters, Sophia (Mrs. Edward Pilcher) and Charlotte (Madame Pierre de Valette). That Charlotte and Sophia de Vial were Mary Jane’s sisters was mutually acknowledged: the Godwins recorded meetings with both sisters and their families. Charlotte’s identity is known from St. Etienne marriage records examined by William St. Clair. These record that Charlotte was daughter of Catherine Oak, an English woman from Exeter, and Pierre Vialle, merchant, and that she stated she was born in Exeter on 4 August 1777.
Sophia Elizabeth de Vial was married to Paul Edward Pilcher at Crediton, Devon on 25 January 1792.  Her birth date is not known for certain: some sources have cited 1762.
St. Clair concluded that Mary Jane Vial was probably the daughter of Peter de Vial, a French merchant settled in Exeter; and that she went to France in 1777 to find relatives in St Etienne. (St Clair, pp.252-3).
The parish register of St. Thomas the
Apostle’s, Exeter, Devon shows that Peter de Vial and Catherine L Oak were
married on 25 April 1782 (five years after Charlotte’s birth).  Catherine Oak’s death at the age of 81 was
recorded at the Charité in St. Etienne in November 1833 (St. Clair), which
would have made her around 30 years old at the time of her marriage to de
Vial. Peter de Vial is believed to have
died in 1791: his birth date is unknown.
St. Clair speculated that Sophia, Mary Jane, the brother in Cadiz and possibly Charlotte as well might have been children of an earlier relationship (p.252). He noted that there was a record at St. Paul, Exeter, of the marriage of a Peter de Vial to Mary Tremlett on 20 June 1764, but observed that the signature of Peter de Vial is markedly different from that on the register of the marriage to Catherine Oak at St. Thomas the Apostle’s in 1782.
However, in 2006 Ms Anne Speight, an English woman researching the history of her family at the Devon Record Office, discovered three parchments containing indentures of lease and release (essentially the conveyance) in 1791 of an inn known as the “Flower de Luce”, in the City of Exeter, by Mary Jane de Vial and Sophia de Vial, daughters of Mary Tremlett and Peter de Vial, to one Robert Wreford, victualler. Mary Jane and Sophia are referred to as spinsters of Barnstaple.
An abstract of the document prepared by the Devon Record Office archival research service can be viewed here.The collection Calendars of Wills and Administrations Relating to the Counties of Devon and Cornwall, Proved in the Court of the Principal Registry of the Bishop of Exeter, 1559-1799  contains a record of the Crediton burial and will of Mary de Vial in 1774, although the will itself is no longer extant. The wills of a number of members of Mary Tremlett’s immediate family (held in the National Archives and accessible online) establish that Mary Tremlett de Vial belonged to a prosperous family of tradesmen and merchants in Exeter; and that there was opposition to her marriage to Peter de Vial. Sophia and Mary Jane are identified as children of the marriage: no other children are mentioned.
 Place: St. Pancras, London, Eng; Collection: Dr. William's Library; Nonconformist Registers; Date Range: 1803 - 1803; Film Number: 813808.
 England Marriages 1538-1793, LDS Family Search, https://www.familysearch.org/
 LDS Family Search, ibid.
 Calendars of Wills and Administrations Relating to the Counties of Devon and Cornwall, Proved in the Court of the Principal Registry of the Bishop of Exeter, 1559-1799.