Court life
Olga was due to enter society in mid-1899 at the age of 17, but after the death of her brother George at the age of 28, her first official public appearance was delayed by a year until 1900. She hated the experience, and later told her official biographer Ian Vorres, "I felt as though I were an animal in a cage—exhibited to the public for the first time." From 1901 Olga served as the honorary Commander-in-Chief of the 12th Akhtyrsky Hussar Regiment of the Imperial Russian Army. The Akhtyrsky Hussars, famous for their victory over Napoleon Bonaparte at the Battle of Kulm in 1813, wore a distinctive brown dolman.
By 1900, Olga, aged 18, was being escorted to the theatre and opera by a distant cousin, Duke Peter Alexandrovich of Oldenburg, a member of the Russian branch of the House of Oldenburg. He was 14 years her senior and known for his passion for literature and gambling. Peter asked for Olga's hand in marriage the following year, a proposal that took the Grand Duchess completely by surprise: "I was so taken aback that all I could say was 'thank you'," she later explained.
Their engagement, announced in May 1901, surprised family and friends, as Peter had shown no prior interest in women, and members of society assumed he was homosexual. At the age of 19, on 9 August [O.S. 27 July] 1901, Olga married 33-year-old Peter. After the celebration the newlyweds left for the Oldenburg palace on the Field of Mars. Olga spent her wedding night alone in tears, while her husband left for a gambling club, returning the next morning. Their marriage remained unconsummated, and Olga suspected that Peter's ambitious mother had pushed him into proposing. Biographer Patricia Phenix thought Olga may have accepted his proposal to gain independence from her own mother, the Dowager Empress, or to avoid marriage into a foreign court. The couple initially lived with her in-laws Alexander Petrovich and Eugénie Maximilianovna of Oldenburg. The arrangement was not harmonious, as Peter's parents, both well known for their philanthropic work, berated their only son for his laziness. Olga took a dislike to her mother-in-law; although Eugénie, a close friend of the Dowager Empress, gave her daughter-in-law many gifts, including a ruby tiara that Napoleon had given as a present to Joséphine de Beauharnais. A few weeks after the wedding Olga and her husband travelled to Biarritz, France, from where they sailed to Sorrento, Italy, on a yacht loaned to them by King Edward VII of the United Kingdom.
On their return to Russia, they settled into a 200-room palace (the former Baryatinsky mansion) at 46 Sergievskaya Street (present-day Tchaikovsky Street) in Saint Petersburg. (The palace, a gift from Tsar Nicholas II to his sister, now houses the Saint Petersburg Chamber of Commerce and Industry.) Olga and Peter had separate bedrooms at opposite ends of the building, and the Grand Duchess had her own art studio. Unhappy in her marriage, she fell into bouts of depression that caused her to lose her hair, forcing her to wear a wig. It took two years for her hair to regrow.
Near the Oldenburgs' estate, Ramon in Voronezh province, Olga had her own villa, called "Olgino" after the local town. She subsidized the village school out of her own pocket, and established a hospital. Her daughter-in-law later wrote, "She tried to help every needy person as far as her strengths and means would permit." At the hospital she learned basic medical treatment and proper care from the local doctor. She exemplified her strong Orthodox faith by creating religious icons, which she distributed to the charitable endeavours she supported. At Ramon, Olga and Peter enjoyed walking through the nearby woods and hunted wolves together. He was kind and considerate towards her, but she longed for love, a normal marriage, and children.
In April 1903, during a royal military review at Pavlovsk Palace, Olga's brother Michael introduced her to a Blue Cuirassier Guards officer, Nikolai Kulikovsky. Olga and Kulikovsky began to see each other and exchanged letters regularly. The same year, at the age of 22, she confronted her husband and asked for a divorce, which he refused – with the qualification that he might reconsider after seven years. Nevertheless, Oldenburg appointed Kulikovsky as an aide-de-camp, and allowed him to live in the same residence as Oldenburg and the Grand Duchess on Sergievskaya Street. The relationship between Kulikovsky and the Grand Duchess was not public, but gossip about their romance spread through society.
From 1904 to 1906 Duke Peter had an appointment to a military post in Tsarskoye Selo, a complex of palaces just south of Saint Petersburg. In Tsarskoye Selo, the Grand Duchess grew close to her brother Nicholas and his family, who lived at the Alexander Palace near her own residence. Olga prized her connection to the Tsar's four daughters. From 1906 to 1914, Olga took her nieces to parties and engagements in Saint Petersburg, without their parents, every weekend throughout the winter. She especially took a liking to the youngest of Nicholas's daughters, her god-daughter Anastasia, whom she called Shvipsik ("little one"). Through her brother and sister-in-law, Olga met Rasputin, a self-styled holy man who purported to have healing powers. Although she made no public criticisms of Rasputin's association with the imperial family, she was unconvinced of his supposed powers and privately disliked him. As Olga grew close to her brother's family, her relationship with her other surviving brother, Michael, deteriorated. To her and Nicholas's horror, Michael eloped with his mistress, a twice-divorced commoner, and communication between Michael and the rest of the family essentially ceased.
Public unrest over the Russo-Japanese War of 1904–1905 and demands for political reform increased in the early years of the twentieth century. At Epiphany 1905, a band of revolutionaries fired live rounds at the Winter Palace from the Peter and Paul Fortress. Olga and the Dowager Empress were showered with glass splinters from a smashed window, but remained unharmed. Three weeks later, on "Bloody Sunday" (22 January [O.S. 9 January] 1905), Cossack troops killed at least 92 people during a demonstration, and a month later Olga's uncle, Grand Duke Sergei Alexandrovich of Russia, was assassinated. Uprisings occurred throughout the country, and parts of the navy mutinied. Olga supported the appointment of the liberal Pyotr Stolypin as prime minister, and he embarked on a programme of gradual reform, but in 1911 he was assassinated. The public unrest, Michael's elopement, and Olga's sham marriage placed her under strain, and in 1912, while visiting England with her mother, she suffered a nervous breakdown. Tsarina Alexandra was also unwell with fatigue, concerned by the poor health of her hemophiliac son, Alexei. Olga stood in for the Tsarina at public events and accompanied her brother on a tour of the interior, while the Tsarina remained at home.