The story
Supposedly derived from the journal of Alice Marion Mills in 1912, Lady Hillingdon, now lost. Later apocryphally connected to Lucy Baldwin, wife of Prime Minister Baldwin, and Queen Victoria or described as advice given to Victorian era brides-to-be. First popularized by the translation in 1955 of Pierre Daninos's Les Carnets du Major Thompson (1954), a French satire on upper class British culture.
Etymology from Wiktionary, CC BY-SA 4.0.