It's possible that she took her name from the title "character" of a short story by
Thomas Bailey Aldrich. The epistolary story, first published in 1873, is told through a series of letters written by two male friends, Edward Delany and John Flemming. In the letters, Edward fabricates a lady friend named Marjorie Daw. Thanks to Edward's vivid descriptions, John soon becomes obsessed with her. In the end, Edward must admit to John that there was no Marjorie Daw. It's also possible that Aldrich based the title of his story on an 18th-century British nursery rhyme called "See Saw Margery Daw".