Alice Mabel Gray, known in regional folklore as "Diana of the Dunes," left her city life in Chicago and made the wild shoreline of Indiana's Lake Michigan coast her home for nine years. In the early 1900s, shanties rather than beach homes dotted the coast, serving as outposts for fishermen on the fringe of society, while the surrounding white pines and cottonwoods drew her to Duneland. She rode the rails from Chicago on October 31, 1915 and settled in an abandoned shack, and one of her makeshift homes, the "Wren's Nest," was said to be located nearby. In her diary, later reprinted in the Chicago Herald Examiner in 1918, she wrote that after measuring herself against the world and finding the results discouraging, she came there to measure herself with nature. Her free-spirited life included supposedly bathing nude in Lake Michigan, which drew the attention of local fishermen and stirred gossip that spread to Chicago newspapers, whose reporters investigated the woman living on her own. One reporter compared her to Diana, the Roman goddess associated with wild animals and the hunt, giving rise to the name "Diana of the Dunes." In another diary passage reprinted in 1918, she wrote that she wanted to live her own life, a free life, because life as a salary earner in the cities was slavery, a constant fight for the means of living, while life there was different. For supplies she hiked across miles of remote sandhills to the library or general store, carrying back provisions and books in a gunnysack, and she may also have visited women she befriended in Baillytown. Lake Michigan, with its changing moods, vast dunes, diverse plant life, and brilliant sky, was among her treasured surroundings.