After totally failing to answer her questions at the library, Mary cracks open the history books.
She wants to look at the lives of women during the Elizabethan era (Shakespeare's time) because it blows her mind that there weren't any women authors when it seems like every dude with a quill pen was writing amazing sonnets (3.2).
She's blown away by the difference between women's lives as shown in the history books (they were illiterate and beaten up by their husbands) and the way male authors portray them (as these strong, awesome characters).
She realizes that her question—why didn't women write during the Elizabethan era?—is basically impossible to answer because there isn't any information about women's lives back then.
So Mary puts on her imagination cap and spins a story about Shakespeare's hypothetical sister, Judith, who had as much talent as he did.
Instead of going to school and learning Latin and history, Judith has to stay home and mend stockings and mind the stew.
Eventually, she runs away from home to avoid marrying some guy who smells like sheep. She wants to be on the stage in London, but ends up pregnant.
Are you sad yet? It gets worse. Judith kills herself and is "buried at some cross-roads where the omnibuses now stop outside the Elephant and Castle" (3.7). I.e., an unmarked grave.
Mary decides that if an awesome work of literature is hard for even the luckiest of men, it must have been almost impossible for women back then.