Fronted by identical twin sisters Lauren and Robin Daniels and masterminded by their brother Ben, A Sunny Day in Glasgow emerged in the early 2000's with synth-laden experimental noise-pop that echoed 1980's shoegaze acts like the Jesus and Mary Chain. Ben Daniels started making cassette recordings with the help of his friend Ever Nalens years before A Sunny Day in Glasgow got together. Nalens moved to Glasgow from 2002 to 2004 in order to go to art school, and Daniels moved to London about a year later. They started collaborating again after Ben returned in the summer of 2005, but Nalens abandoned the project after a couple months. Daniels continued to write songs, asking his sister Robin to take over the vocals. Lauren was brought in as a vocalist a few months later, and the group started recording tracks in Ben's West Philadelphia apartment and at their parents' house in the suburbs.

They put some of the tracks together and released them as an EP, called The Sunniest Day Ever, in March 2006. The EP charted at number one on New York's WNYU, the songs started bouncing around online, and soon enough Pitchfork gave the first track on their EP, "C'mon," a four-star rating. Indie labels started to pay attention, and the group snagged a record deal with Notenuf Records in October 2006. They recorded their first full-length in 2006 and released it in February of the following year.