Lady Marjorie was born on 6 May 1860, or according to another episode 12 July 1864, at Southwold, Wiltshire in the home of her wealthy parents, Walter Talbot-Carey, 12th Earl of Southwold and Mabel, the Countess of Southwold.
Despite parental objections, she ended up marrying the younger son of a country parson, Richard Bellamy in 1880 and they lived rent free in a grand Victorian townhouse which Lady Marjorie's father the Earl of Southwold owned the lease, 165, Eaton Place in London's fashionable Belgravia.