Vanessa-Mae, competing for Thailand under her family name Vanakorn, reacts in the finish area after competing in the first run of the women's alpine skiing giant slalom event during the 2014 Sochi Winter Olympics at the Rosa Khutor Alpine Center on Feb 18. Kai Pfaffenbach / Reuters

"It's my first Olympic Games where I'm also going to be here not only as an artist but as an athlete and to be there during the parade of nations was one of the most memorable moments of my life.

"This is a wonderful opportunity to be able to represent Thailand. I think that when I saw the opening ceremony, I understood the coming together of not just one country but every country together."

She says she was thrilled to represent Thailand, a country that not only has no experience of snow, but is a very different society from where she grew up in London.

"Being half-Thai, for the first time in my life, to be able to represent my country and for that country to be Thailand at the Winter Olympics. I think that's such a fun thing to have an experience of in my lifetime," she says.

Vanessa-Mae started playing violin and skiing at age 4, but her music always took priority as she grew up and she considered skiing just a hobby.

Enjoying the feeling of risk contributed to her decision to compete in Sochi.

"I think I've always been a bit of a tomboy. You know? I was an only child. I was climbing trees. I enjoyed robots. I enjoyed things like that," she says.

"People think that I'm really girly but there's a side of me that likes risk. And I took risks also with my music, starting out in pure classical music and then breaking away from that mold and going into crossover and using pop, rock, jazz in classical music.