Prince Edward and Sophie, Countess of Wessex, With Lady Louise Windsor In 2003, Lady Louise Windsor was the first member of the royal family to be born in a publicly funded National Health Service hospital rather than a private facility. Her mother, Sophie, Countess of Wessex, went into labor a month early and was rushed to the nearest hospital — Frimley Park — where she had an emergency caesarean section. Image Source: Getty / Getty Images