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From Wikipedia:

Aristocratic Heian women lived restricted and secluded lives, allowed to speak to men only when they were close relatives or household members. Murasaki's autobiographical poetry shows that she socialized with women but had limited contact with men other than her father and brother; she often exchanged poetry with women but never with men. Unlike most noblewomen of her status, however, she did not marry on reaching puberty; instead she stayed in her father's household until her mid-twenties or perhaps even to her early thirties.

Donald Keene in his essay The Tale of Genji says:

In 996 she violated custom by accompanying her father to his post in Echizen, apparently in order to avoid marriage with a second cousin, the governor of Chikuzen. The suitor, Fujiwara no Nobutaka, was in his middle forties, had several wives and concubines, and a number of children, the oldest a son of twenty-six. The difference in age and these family circumstances, more than the personality of the man, may have occasioned Murasaki Shikibu’s reluctance to marry him; however, life in the unfamiliar, depressing surroundings of Echizen seems to have changed her mind: in the spring of 998, before her father completed his term of office, she returned alone to the capital, and that autumn she and Nobutaka were married.

Her birth year is undetermined, but Wikipedia indicates 973 or 978. In that case she couldn't have remained unmarried into her thirties. So where did that number come from? Can we get more accurate information on that from scholarly works that examine her early poems and letters?

Also why did she marry her cousin Nobutaka if she was so reluctant to do so just a few years earlier? Any more information on her change of heart? What were the circumstances?

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We don't know for sure.

We know very little about Murasaki Shikibu's life, and much of what we do know is highly circumstantial. There are no direct attestations of either her birth or death. Mainstream theories all place her birth between 970 and 978, which means she married Fujiwara no Nobutaka when she was between 20 to 28 years old. It is impossible to verify which is correct, though Wikipedia's unsupported claim of "early thirties" can be ruled out.

We also do not actually know if Shikibu accompanied her father to Echizen to avoid Nobutaka. Her works seem to indicate that she had been giving Nobutaka the cold shoulder, yet she continued to exchange poems with him during her time in the countryside (including an apparently fumbled gesture where he inked a letter in red as his "tears"). Some scholars, parsing these poetry exchanges, posit that Nobutaka succeeded in wooing Murasaki in this period.

Again, it is impossible to verify the truth of this. However, in 998 Murasaki abruptly left her father and returned to the capital alone. She married Nobutaka shortly afterwards, and tradition describes the union as a happy one. So the theory that Nobutaka won her heart while she was (perhaps bored and lonely) in Echizen, seems as plausible as any.

Sources:

  • 上野辰義《紫式部と藤原宣孝》
  • 日向一雅《源氏物語の歴史的文化論的研究》
  • http://www.genji.co.jp/tyosyo/kikyonowake1.htm
  • Hisamatsu, Senʼichi. Murasaki Shikibu: The Greatest Lady Writer in Japanese Literature. Japanese National Commission for Unesco, 1970.
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    I was hoping you'd answer this knowing that your expertise on Japan is nigh unrivalled here! Very interesting! :)
    – gktscrk
    Commented Aug 26, 2020 at 10:24
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    @gktscrk Thank you, I'm sorry I couldn't provide more details. It's unfortunate that for someone of her literary footprint, we know next to nothing about Murasaki's life :(
    – Semaphore
    Commented Aug 26, 2020 at 12:28

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