Shoes
On the day of the wedding, Sophie was getting dressed, surrounded by all her family, and she suddenly realised she had forgotten to get any shoes. Panic ensued until her sister remembered she had a pair of white shoes from her wedding, so she lent them to Sophie for the day.
Unfortunately, they were too small and by the time the festivities were over, Sophie's feet were in agony. When she and Edward withdrew to their room, the only thing she could think of was getting her shoes off.
The rest of the Royal Family crowded round the door to the bedroom and they heard what they expected: grunts, straining noises and the occasional muffled scream. Eventually they heard Edward say "God, that was tight."
"There," whispered the Queen. "I told you she was a virgin."
Then, to their surprise, they heard Edward say, "Right. Now for the other one."
More grunting and straining followed, and at last Edward said "My God! That was even tighter!"
"That's my boy," said the Duke. "Once a sailor, always a sailor."