For those wondering:
Lady Jane Grey was the cousin of King (of England) Edward VI. King Edward VI was the first monarch to be Protestant. When he passed in 1553, the Duke of Northumberland used his political power to get her to be queen so that the monarch would be stay Protestant by preventing the king's Catholic half-sister (Mary Tudor) from becoming queen. Lady Jane lasted nine days as queen before Mary Tudor successfully claimed the throne. Lady Jane's involvement in the plot, despite not wanting to be involved, was seen as treason, so she was executed. It was a very Game of Thrones type of thing.