One of the problems with writing historical fiction is getting the mindset right, and I think that's particularly true with women in certain eras. Taught all their lives to defer to men, they might not even consider things that women today don't think twice about: contacting a strange man at his home, questioning a man's motives, or asking personal questions that a man doesn't want to answer. The nearest comparison I can think of is a child around five years old doing such things today. It isn't unheard of, but it is noticeable due to its rarity. If such a kid showed up on your doorstep the morning after your wife was murdered and asked, "Had you been having marital difficulties, Mr. Smith?" what would the result be? Such a child might suffer consequences that aren't particularly pleasant. When Society considered women the property of their husbands or fathers, thought that their brainpower was demonstrated by their hair color, thought that their ability to produce children meant that their brains could not develop much, what man would feel he had to answer a woman's questions, or even answer the door?
When your sleuth is a female in a male-dominated society, she must be created carefully to allow for such "odd" behavior. She might be "unfeminine," like Anne Perry's Hester Latterly, whose looks and life experiences make it useless for her to pretend to be a "normal" woman. A sleuth might be involved in an unusual profession, like Victoria Thomson's Sarah Brandt, whose midwifery allows her unusual access to the private lives of others. I used Elizabeth Tudor as a sleuth in my (hopefully) forthcoming book, HER HIGHNESS' FIRST MURDER. While limited by her position, she was obviously not a "usual" woman due to her royalty, her education, and her strong genetics.
Often writers fall back on "spirit," a term used to excuse all sorts of behavior in our heroines. She may be young and not particularly amenable to behaving herself. She may be an artistic type who refuses to accept Society's mores. Either way, she would suffer some sort of punishment, for nothing is more effective than Society at putting us in our places. Scarlett O'Hara certainly provokes the wrath of "decent folks," and if it weren't for Melanie would have suffered much worse. Part of the charm of a wayward heroine is her refusal to buckle under, but an author must always provide both adequate reason for her actions and resulting societal backlash. It can't easy being the one who's different, but those are the ones we want to read about.
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