Pink was determined that one day she would support her mother and herself, and the next year she was sent to a nearby boarding school that specialized in training young women to be teachers. For the fifteen-year-old, the school must have been a welcome opportunity to create a new identity for herself—it was there that Pink Cochran added the silent e to the end of her surname—but unfortunately her mother was forced to withdraw her after only a single semester; the family simply did not have enough money for Pink to continue her schooling. This fact seems to have been embarrassing to Nellie Bly, and she omitted it from her own stories about herself. That "authentic" biographical story in The World, presumably based on information provided by Bly, asserted instead that she had left "on account of threatening heart disease": even one more year of studies, her physician was said to have advised her, could come at the cost of her life. "She was anxious to continue her studies," The World solemnly explained, "but she didn't want to die."
In 1880, when Pink was sixteen, Mary Jane Cochran moved with her children to Pittsburgh, some thirty-five miles away. She was hoping to leave behind the death and divorce with which she had come to be associated in Apollo, but Pittsburgh must at times have seemed a hard bargain. Anthony Trollope once called Pittsburgh "without exception, the blackest place which I ever saw." It was a city given over almost entirely to manufacture, where within a few dozen square miles nearly five hundred factories turned out the steel, iron, brass, copper, cotton, oil, and glass hungrily consumed by an industrializing nation. On the horizon, in every direction, smoke poured from unseen furnaces. At night the sky burned yellow and red. The city's wind carried flecks of graphite; the air smelled of sulfur, and a long walk brought a taste of metal on the tongue. There were unexpected showers of soot. In a neighborhood with a skyline of steeples and onion domes, where railroad tracks wound through backyards, Mary Jane bought a small row house for her family; eventually, like many of the city's homeowners, she earned a bit of extra income by renting out a room to boarders. For the next four years Pink helped support the family by taking whatever positions she could find, including as a kitchen girl; she may also have found work as a nanny, a housekeeper, and a private tutor. (Her older brothers, having even less education than she, found jobs as a corresponding clerk and the manager of a rubber company.)
Though Pittsburgh's population at the time was only about 150,000, the city was able to support ten daily newspapers, more than any other American city of its size. Pink Cochrane was a regular reader of one of them, the Pittsburg Dispatch, where the most popular columnist was Erasmus Wilson, who wrote under the name "The Quiet Observer," or simply "Q. O." Wilson was a courtly older gentleman, and in his "Quiet Observations" he liked to espouse what he saw as traditional Victorian values. In one column he took to task modern women "who think they are out of their spheres and go around giving everybody fits for not helping them to find them." A "woman's sphere," he bluntly concluded, "is defined and located by a single word—home."
The column, with its high-flown disregard for the realities of women's lives, outraged Pink Cochrane, and she sat down and composed a long letter to the editor of the Dispatch. As was then the custom among those who wrote letters to newspapers, she signed it with a pseudonym: "Lonely Orphan Girl." (It was perhaps an odd choice of name—her mother, after all, was still alive—but it was a poignant reminder of the impact of her father's death, a blow from which the family had never recovered.) The letter caught the attention of the paper's new managing editor, George A. Madden, who placed a notice in the next issue of the Dispatch asking "Orphan Girl" to send him her name and address.
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