Peru in 1980, Cayetana, who is nine, lives in a rich family in Lima where governesses are responsible for her education. Cayetana’s mother is studying abroad for several months, accompanied by her step-father. When the couple returns from their trip Cayetana learns that her mother is pregnant.
Alone and lonely, the little girl has created a whole fantasy world in her imagination. She is convinced that she will die on the day her little brother is born. Cayetana withdraws into her fantasy world, which is populated by all the country’s national heroes she has learned about in her history lessons. If she must die, then she’ll go out like one of these heroes!
Meanwhile, everyone in the family is very busy preparing for the upcoming Christmas celebrations. Nobody seems particularly bothered by the recent terror attacks that have been taking place in the country. Cayetana is the only one who cannot share the general bonhomie. She is desperate to be noticed by the others – especially by her mother. But then, when her grandmother takes the little girl and her girl cousin to the beach one day, things begin to look up.