Penelope Featherington is the daughter of Lord Thomas Featherington and Lady Portia Featherington. She is the youngest sister in her family, often overshadowed by her sisters: Prudence, Phillipa and Felicity. In her loneliness, she sought after books and writing. As her mother sent her sisters out into society, she started taking in the gossip as she was something of a wallflower and Penelope took that and started writing what she saw and heard out in society. Thus, Lady Whistledown was born. It took a bit to hit it off, but when it did, the papers got even the attention of the Queen. Penelope kept her secret, knowing if she let it known who she was, it would be her and her families ruin.
That being said, her father didn't do to well at keeping up their reputation when he died. Her mother had to scramble to find a way for them to survive and keep their name and titles. Penelope continued writing and hid away the money that she made, money that if she ever needed to, would be enough for her to live on her own.
She didn't have much prospects in way of marriage for herself, though it was something she wanted. It was something she'd never really talked about with her best friend Eloise, though she'd always been a romantic at heart.
Eventually her secret is revealed, her friends and family are surprised, but they have her back. She's most surprised about her family, who end up being more supporting than they ever have been. The Queen doesn't condemn her and she keeps writing, knowing it's the one thing that she loves more than anything else. Well, that and her husband Colin Bridgerton, of course. She also loves and adores her four children: Agatha, Thomas, Jane and George.
note: marriage into the bridgerton family verse dependent, not always required depending on who's writing with her.