Rhea was trained in Louisville, Kentucky, and later in Chicago. In an early performance of "O Don Fatale" from Giuseppe Verdi's Don Carlos at the city's Grace Presbyterian Church for the Dett Club Scholarship Fund, the columnist Sylvester Russell had this to say about her performance "As a vocalist... Madam Rhea is a genuine contralto of wonderful range and power, hardly excelled in richness and as the star of the occasion she occupies a place among the greatest human voices produced." She debuted in Chicago's Kimball Hall in 1929. She continued to make regular concert performances as she studied operatic roles over the next decade. In a 1931 production of Verdi's Aida, Rhea appeared in her first opera performance in the title role aside William Franklin as Amonasro. Both Rhea and Franklin appeared in productions of the National Negro Opera Company (NNOC), as well as operettas by Gilbert and Sullivan.