Sophia met the Winchesters two years after leaving home to become a hunter. She had been staying with a contact, Ellen Harvell, she had made at a hunters bar named 'The Roadhouse'. Sophia would pass through the roadhouse on occasion at which point Ellen would let her know about any hunts in the area. She had taken pity of Sophia becoming a hunter as such a young age and like the Harris' helped her to better understand the world she'd been dragged into. Sophia would also be allowed to stay at the roadhouse when she passed through the area. Ellen is also the only person for a long time to learn of Sophia's demonic abilities.
The first contact that Sophia had with either of the Winchesters was very brief. She answered the phone at the Roadhouse and conversed very shortly with Sam Winchester before handing the phone over to Ellen.
During the times spent at the Roadhouse Sophia grew to be very good friends with Ellen's daughter, Jo. So when Jo took off on a hunt with Sam and Dean in the episode "No Exit" without her mother's permission Sophia tags along to watch her friend's back. Sophia remains distant from the Winchesters, but she does remark after watching Jo and Dean bicker that the two of them should, "just get it on already and save the rest of us from drowning in the sexual tension."
When Jo is kidnapped by the ghost of Dr. H.H. Holmes Sophia puts everything into helping the Winchesters find her. Sophia is shown to feel incredibly guilty when Ellen berates the three for losing her daughter. When the group arrives back at the Roadhouse after a very awkward Impala ride, Sophia takes off to go hunting once more.