Shay was raised outside of Mystic Falls. Despite that being her mother's home, it was never a place that was kind to the Bennetts, and Bonnie wanted better for her. Instead of growing up in a town being constantly called upon to solve other people's problems, to sacrifice her own happiness, Shay grew up being loved and supported, with parents who always encouraged her to stand up for herself--even to them. 

Of course, she still knew she was a witch. Her magic started showing earlier than her mom's had--maybe because she already knew it was there. Much like Bonnie, Shay started having psychic premonitions when she touched people or objects. It freaked her out at first, especially when the premonitions were darker, but her mom was able to help her through it, explain to her what was happening. And unlike Bonnie, Shay wasn't surrounded by vampires and death while coming into her magic.