Ying was pregnant with Hope when she and her husband left their home for safety behind Ba Sing Se's walls. She was born just outside the Outer Wall of the city, with Katara providing pivotal assistance.
When Hope was born, the love and togetherness exhibited by her parents inspired Aang to feel hopeful again, as he was trying to bury his feelings of anger and sadness over losing Appa. It was for this reason that Ying gave Hope her unique name.
Hope and her parents successfully made it to Ba Sing Se, but the Fire Nation proceeded to capture the city shortly thereafter. Hope cried in her mother's arms as Fire Nation soldiers marched through the city.
Hope was originally going to be named "Xi Wang" (希望), meaning "hope" in Chinese. It was ultimately changed to the English version of the name, however, and the creators clarified in the DVD commentary for "The Serpents Pass" that the change was meant to help viewers not familiar with Chinese to understand the name's meaning.