Sora Naegino is a Japanese orphan whose biological parents died in a car accident shortly after taking her to a Kaleido Stage production of "Alice in Wonderland" as a baby, inspiring her dream of becoming a performer. Subsequently raised in an orphanage, she was later adopted by her childless aunt Midori and uncle. Driven to join Kaleido Stage, she traveled to the United States with her adoptive parents' hesitant approval. Upon arrival, she faced immediate challenges: getting lost, having her bag stolen, and missing the audition. Despite rejection from top star Layla Hamilton, Sora gained an opportunity to perform after accidentally preventing an onstage accident. Her clumsy impromptu debut caught the attention of Kaleido Stage's owner, Kalos, who allowed her to join.

Initially struggling for acceptance due to her unconventional entry and lack of formal training, Sora's persistence and hard work gradually earned respect, particularly after attempting Layla's signature "Golden Phoenix" maneuver. She forged close friendships with performers Anna Heart, Mia Guillem, and later Rosetta Passel, from whom she learned diabolo skills. Her bond with the stage spirit Fool, visible only to those destined for greatness, reinforced her unique connection to Kaleido Stage.

Significant performances marked her development, including "The Little Mermaid," where she reshaped the story into a happier narrative through creative ad-libbing and deep character immersion. Her partnership with Layla in "Arabian Knights" evolved from rivalry to mutual respect, culminating in their training for the dangerous "Legendary Great Maneuver." This endeavor demanded intense physical-emotional synchronization and weight-matching efforts, succeeding despite Layla's career-ending injury and reclaiming Kaleido Stage from Yuri Killian's control.

In the second season, Sora faced skepticism from recruit Leon Oswald and competition from May Wong. After withdrawing from a Paris festival, she refocused on creating conflict-free, joyful performances. She also experienced personal milestones, naming her prematurely born sister Yume ("Dream") after her aunt gave birth.

The OVA "Good dayo! Goood!!" depicts Sora in a non-canonical, comedic chibi format. She participates in lighthearted segments: learning seal language from Marion and Jonathan, observing Rosetta's diabolo tutorial, and watching May Wong demonstrate mapo doufu cooking. These vignettes highlight her playful curiosity and supportive interactions.