The story begins with three children and a horse. These are young versions of Dudley Do-Right, Nell Fenwick, Snidely Whiplash, and Horse. The three talk of their aspirations; Dudley believes he is destined to be a Royal Canadian Mounted Police officer (Mountie) while Nell wishes to see the world. Snidely, however, wishes to be the "bad guy" and travel around the world.