Rogers was born Jessie Mary Rogerson in Ashton-under-Lyne, Lancashire. Her nickname "Sunny" comes from her constant smiling. When attending the Welbeck Street Primary School, the headmistress wrote to her parents saying that "You really should consider sending little Jessie for dancing lessons as she entertains us all day with her singing and dancing."
With her deadpan comedy expression, she became the long-suffering sidekick of Frankie Howerd, a role she played for over 35 years. She was his accompanying pianist who would be continually mocked by the comedian ("She's deaf you know - can't hear a word - poor old soul!"). One of the best examples of her work with the star is the Channel 4 hour-long special "Superfrank!" recorded in 1986.