The first episode of The Lady Season 1 unfolds on September 18th, 2000, as the police swarm a crime scene. Detecting Chief Inspector Douglas arrives and heads upstairs, greeted by Detective Smart who informs him that uniformed officers are talking to the neighbors. Douglas insists on speaking to friends and family, and Smart mentions that a live-in girlfriend, Jane Andrews, has not yet been found.
A flashback takes us back to July 29th, 1981, when the world celebrated the wedding of the Prince and Princess of Wales. Jane watches the event on TV, refusing to hand over the remote to her brothers. One of them calls her a "bloody psycho," prompting her parents to intervene.
Seven years later, Jane works in a clothing store, helping a customer choose the right undergarments. Her friend Bex takes over, reminding Jane that the boxes need to be unpacked. Later, she asks Jane about her trip to London in June, but Jane says they'll have to wait until July.
Bex mentions Timmo, who is in a band. Jane asks Timmo about staying with his cousin in Earl's Court. Timmo admits that won't happen, making Jane feel gloomy. On her way home, Raquel teases Jane as she walks down the street with Bex. Bex tells Jane that she won't make it in life and to stop acting like she's better than the rest of the women in town.
Pissed by Bex's words, Jane visits Timmo unannounced and finds him making out with another woman. Jane gets agitated and rushes home. Her mother informs her of a letter she received from Buckingham Palace—an invitation for an interview for the assistant dresser job she had previously applied for. David and June are still in disbelief, but Jane says that's what she's been waiting for.
Back to the present, DCI Douglas discusses the letter found at the crime scene with Smart. To Douglas, it sounds like a confession, while Smart thinks it could be a suicidal note. Douglas says that Jane Andrews should now be treated as the prime suspect.
Later, the deceased's brother and Jane's friends arrive. Rick engages in a conversation with Douglas about identifying the body, while Francesca, despite being Jane's close friend, is unaware of Jane's whereabouts. In another flashback, we witness Jane leaving for her interview at Buckingham Palace, waving at Raquel, who used to mock her. During the interview, Jane speaks highly of herself and her qualifications, emphasizing qualities such as being organized.
While at the interview, Sarah enters, complaining about the headline in the newspaper. Jane makes a witty comment about the media's inaccuracy regarding Diana and Sarah's outfits. Sarah is impressed and asks Jane why she's leaving home. Jane responds that she believes she's perfectly suited for the palace. Sarah thinks Jane is qualified to join them, and she's taken to her room where Ruth gives her a tour while instructing her on how to care for the Duchess. She's not supposed to talk to the Duchess. Later, Jane overhears the staff speaking ill of her.
In the present, Josh is interviewed and insists that Jane is not a murderer. Back in the past, Jane breaks down in her room and calls her mother to say hello. Her mother expresses concern, and Jane admits that it's not what she thought it would be. Her mother encourages her, reminding her that she isn't happier at home.
Down the stairs, Jane finds Sarah seated on the floor, eating a snack. Sarah complains about a recent headline and claims that the Duke normally tells her she's too sensitive. They quickly bond as Jane reveals her dating history because she heard that Sarah likes to gossip about relationships. Gillian and the other ladies come in, and Sarah learns that Gillian bagged a Viscount. She asks the ladies to take Jane with them for the celebration.
Presently, the lead detective is informed about Jane's partying where she's introduced to Henry by Angela. The scene jumps to another flashback showcasing Jane's time as she adapted to working for Sarah. The works helped her gain more confidence and meet new interesting people at parties and the like. This is how she came to meet Charles, whom she later started dating.
Sarah even spurred her on to ensure that Charles would make the proposal. Concurrently, Jane embarked on assisting Sarah with her ensembles. Within a brief span, the bond between Sarah and Jane deepened, surpassing their previous closeness. Meanwhile, Jane and Charles agreed to wed. She called her parents, who were astounded by her striking appearance. Jane learned about Sarah's new American companion, and she perceived it as a risky venture. She discussed it with Charles, who viewed Sarah's separation from Andrew as insignificant. Back in the present, the detectives uncover Jane's unwavering commitment to Sarah, which Aleksandra labels as quite extreme. Through another flashback, we revisit the time when the palace discovered Sarah's new American friend and compelled her to terminate the relationship. Financial hardships also mounted, forcing her to let go of everyone except Jane, who remained steadfast by her side. Over time, Jane's unwavering devotion to Sarah began to strain her marriage to Charles.
Presently, the detectives visit Sarah to aid them in locating Jane, who remains at large. She leaves a voicemail for Jane, urging her to come forward and assist the detectives. The episode concludes with Sarah pondering how all of this came to be.
