Early life and childhood

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Olga's siblings were Grand Duchesses Tatiana, Maria, Anastasia, and Tsarevich Alexei of Russia. Her Russian title (Velikaya Knyazhna Великая Княжна) is most precisely translated as "Grand Princess", meaning that Olga, as an "imperial highness", was higher in rank than other princesses in Europe who were "royal highnesses". However, "Grand Duchess" is the usual English translation. Olga's friends and family generally called her simply Olga Nikolaevna or nicknamed her "Olishka", "Olenka" or "Olya". Among her godparents was her great-grandmother, Queen Victoria. Olga was most often paired with her sister Tatiana. The two girls shared a room, dressed alike, and were known as "The Big Pair".

From her earliest years she was known for her compassionate heart and desire to help others, but also for her temper, blunt honesty and moodiness. As a small child, she once lost patience while posing for a portrait painter and told the man, "You are a very ugly man and I don't like you one bit!" The Tsar's children were raised as simply as possible, sleeping on hard camp cots unless they were ill, taking cold baths every morning. Servants called Olga and her siblings by their first names and patronyms rather than by their imperial titles. However, Olga's governess and tutors also noted some of the autocratic impulses of the daughter of the Tsar of All the Russias, one of the wealthiest men in the world. On a visit to a museum where state carriages were on display, Olga once ordered one of the servants to prepare the largest and most beautiful carriage for her daily drive. Her wishes were not honored, much to the relief of her governess, Margaretta Eagar. She also felt the rights of eldest children should be protected. When she was told the Biblical story of Joseph and his coat of many colors, she sympathized with the eldest brothers rather than Joseph. She also sympathized with Goliath rather than David in the Biblical story of David and Goliath. When her French tutor, Pierre Gilliard, was teaching her the formation of French verbs and the use of auxiliaries, ten-year-old Olga responded, "I see, monsieur. The auxiliaries are the servants of the verbs. It's only poor 'avoir' which has to shift for itself." Olga loved to read and, unlike her four siblings, enjoyed school work. "The eldest, Olga Nicolaevna, possessed a remarkably quick brain", recalled her French tutor, Pierre Gilliard. "She had good reasoning powers as well as initiative, a very independent manner, and a gift for swift and entertaining repartee." She enjoyed reading about politics and read newspapers. Olga also reportedly enjoyed choosing from her mother's book selection. When she was caught taking a book before her mother read it, Olga would jokingly tell her mother that Alexandra must wait to read the novel until Olga had determined whether it was an appropriate book for her to read.

Margaret Eagar also noted that Olga was bright but said she had little experience with the world because of her sheltered life. She and her sisters had little understanding of money because they had not had an opportunity to shop in stores or to see money exchange hands. Young Olga once thought that a hat maker who came to the palace had given her a new hat as a present. Olga was once frightened when she witnessed a policeman arresting someone on the street. She thought the policeman would come to arrest her because she had behaved badly for Miss Eagar. When reading a history lesson, she remarked that she was glad she lived in current times, when people were good and not as evil as they had been in the past. When she was eight, in November 1903, Olga learned about death first hand when her first cousin, Princess Elisabeth of Hesse and by Rhine, died of typhoid fever while on a visit to the Romanovs at their Polish estate. "My children talked much of cousin Ella and how God had taken her spirit, and they understood that later God would take her body also to heaven", wrote Eagar. "On Christmas morning when Olga awoke, she exclaimed at once, 'Did God send for cousin Ella's body in the night?' I felt startled at such a question on Christmas morning, but answered, 'Oh, no, dear, not yet.' She was greatly disappointed, and said, 'I thought He would have sent for her to keep Christmas with Him.'"

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