All that presently (June 2020) be gleaned about Jessie Acton is taken from sheet music covers and posters such as that on the left from the British Library of the Alhambra Theatre of Varieties, Leicester Square in 1885. Here she is billed with such luminaries as Jenny Hill and Vesta Tilley.
Her claim-to-fame here is that she was featured on Fred Gilbert's In the Good Old Times Long Ago (1885) published by Francis, Day & Hunter and as such according to the mores of the day, owned the performing rights. The song was "borrowed" both by Marie Lloyd and Little Tich. Jessie, presumably, was not amused.