Although her parents are listed here as Bushyhead Ghi-Ho-Ne_Lii and Rising Fawn, the source for this seems to be http://freepages.genealogy.rootsweb.ancestry.com/~mysouthernfamily/.... However, the primary source listed there is James Hicks' Cherokee Lineages and Hicks lists Nannie Watts' parents as Trader John Watts and Ghi-Go-Ne-Li I, the daughter of U-Lu-Tse. See http://www.genealogy.com/ftm/h/i/c/James-R-Hicks-VA/BOOK-0001/0031-...
Her maiden surname is always identified as "Watts" which would agree with Hicks' statement that John Watts was her father.