In the fall of 1898 Alix found herself with child again. It was becoming her obsession to have a son, someone to continue the Imperial Lineage. Like during her previous pregnancy Alix found herself easily tired, near faint at times, and used a wheelchair to get about. As the spring of 1899 was giving way to summer, Alix began to feel pains in her stomach every day. This lasted three weeks, until the rainy day of 14 June arrived.

 

A happy day: the Lord sent us a third daughter - Maria, who was safely born at 12:10! Alix hardly slept all night, and towards the morning the pains got stronger. Thank God it was all over quite quickly! My darling felt well all day and fed the baby herself. Mama arrived from Gatchina at 4 o'clock. The immediate family gathered in church for a Te Deum. Had tea with Mama; wrote telegrams and went through the unbearable papers. I only managed to get out into the fresh air after dinner - the evening was marvellous.
~Nicky's Diary, Peterhof, 14 June~

What a joy that everything has ended safely, and the anxiety of waiting is over at last, but what a disappointment that it isn't a son. Poor Alix! We, of course, are delighted either way - whether it's a son or a daughter!
~Xenia's Diary, 14 June~

The strain of not producing an Heir was felt by both parents, having to deal not only with their own disappointment, but the entire country's as well. Their answer to a third daughter: a telegram which only bore Maria's title and name.

A 2 o'clock I received a telegram: THE GRAND DUCHESS MARIA NICOLAIEVNA
And so, there's no Heir. The whole of Russia will be disappointed by this news.
~KR's Diary, 14 June~

15 June, 1899, Abas Tuman

My dear Nicky

I congratulate you and Alix with all my heart on this new happiness for your family - the birth of your third daughter. I had been waiting for this news for over two weeks and was surprised at such a delay. I hope that Alix is well and that everything is fine. I am terribly sad and upset that I have not yet been able to see your daughters and get to know them; when can I do! It means it's not my fate, and everything is the will of God.
~An excerpt of Tsarevich Georgy's last letter to Nicky~

Maria spent her first days with her Mama on the balcony at Peterhof, as the weather had turned unusually hot that season for being so far north. Everyone marvelled at Marie's amiable disposition, always smiling and happy. The Children's Governess declared that she was born good, "with the very smallest trace of original sin possible." But she was, after all, only human.

I remember a Miss Eager, Maria's nurse, who was mad on politics and would talk incessantly about the Dreyfus case. Once she even forgot that Maria was in her bath, and started discussing the case with a friend. Maria, naked and dripping, scrambled out of the tub and started running up and down the palace corridor. Fortunately I arrived just at that moment, picked her up, and carried her back to Miss Eager who was still talking about Dreyfus!
~Olga Alexandrovna's Memoirs~

When she was still a toddler she was in her mother's boudoir with her sisters as her parents took tea. Along with tea, tiny vanilla flavoured wafers were served. The children were not allowed to ask for anything from their parents' table during tea, but temptation proved too great for Maria. She grabbed a wafer and shoved it in her mouth. By the time Miss Eager was called Mashka stood in the middle of the room, her cheeks stained with tears. She swallowed the wafer and boldly declared:

Dere! I’ve eaten it all up, you can’t eat it now.

 Everyone was shocked at this sudden outburst of disobedience, from the angel no less! Bed was suggested as punishment. Alix relented to Miss Eager, but Nicky interjected, begging that she be allowed to stay with them. He explained:

I was always afraid of the wings growing, and I am glad to see she is only a human child.

Despite the occassional battles in her head reared by original sin, goodness ruled her heart and will. She was constantly held up as an example to her older sisters. Olga and Tatiana were jealous of this new addition; a typical occurance in large, growing families. They weren't willing to share their playtime with Mashka. She was too good and too perfect, until they finally declared her a stepsister. Miss Eager warned them against pushing their sister away, that assuredly one day they would be punished for such selfishness.

 
One day they made a house with chairs at one end of the nursery and shut out poor Maria, telling her she might be the footman, but that she should stay outside. I made another house at the other end for the baby, then a few months old, but her eyes always kept traveling to the other end of the room and the attractive play going on there. She suddenly dashed across the room, rushed into the house, dealt each sister a slap in the face, and ran into the next room, coming back dressed in a doll’s cloak and hat, and with her hands full of small toys. “"I won’t be a footman, I’ll be the kind, good aunt, who brings presents,” she said. She then distributed her gifts, kissed her “nieces,” and sat down. The other children looked shamefacedly from one to the other, and then Tatiana said, “We were too cruel to poor little Maria, and she really couldn’t help beating us.” They had learned their lesson - from that hour they respected her rights in the family.
~Miss Eager's Memoirs~

The plump cherub grew into a good natured, wholesome little girl. Marie was an avid daydreamer. One of her favourite places in Tsarskoe Selo was out back by the Children's Island, where she could lay among daiseys and lilis. The peaceful ambiance fed her imagination. Her greatest hope was to one day be married and a mother. She had a girlish fascination with officers and tried her best to be among them whenever possible.

One day the little Grand Duchess Maria was looking out of the window at the regiment of soldiers marching past, and exclaimed, “Oh! I love these dear soldiers; I should like to kiss them all!” I said, “Maria, nice little girls don’t kiss soldiers.” She made no remark. A few days afterwards we had a children’s party, and the Grand Duke Constantine’s children were amongst the guests. One of them, having reached twelve years of age, had been put into the Corps de Cadets, and came in his uniform. He wanted to kiss his little cousin Maria, but she put her hand over her mouth and drew back from the proffered embrace. “Go away, soldier,” said she, with great dignity. “I don’t kiss soldiers.” The boy was greatly delighted at being taken for a real soldier, and not a little amused at the same time.
~Miss Eager's Memoirs~

Mashka was big boned and physically very strong like her grandfather Alexander III. She was interested in clothes and perfume like Tatiana, but not to her sister's extent. She enjoyed painting and drawing, and always did so left-handed. She had great artistic talent, but lacked the drive to study it seriously. Marie joined her sisters in the classroom in the fall of 1907. Her tutors found her smart, but fought against her idleness. She was never good at spelling but enjoyed her lessons in English, as well as other foreign languages, arithmetic, history, dance, drama...

Maria was a fine girl, tall for her age, and a picture of glowing health and colour. She had large and beautiful gray eyes. Her tastes were very simple, and with her warm heart she was kindness itself. Her sisters took advantage somewhat of good nature, and called her "fat little bow-wow'" (Le Bon Gros Tou-tou). She certainly had the benevolent and somewhat gauche devotion of a dog.
~Gilliard's Memoirs~

She was taught to act like a Lady in the highest sense of the word since she was just a toddler. Yet Maria was bold, spontaneous, and blunt in her conversations. With an innocent curiosity she carefully logged each and every detail concerning her father's officers. She knew their names, their family's, and of their lives at home.

She was broad-boned and physically very strong.... She was the most unaffected, affectionate, and friendly member of the family. By nature, she was the archetypal mother. She loved little children, especially playing with and fussing over them. She loved being with ordinary people: she would talk to the soldiers, asking them about their homelife.
~Gibbes' Memoirs~

When she was younger Mashka was plump and somewhat clumsy, making her a perfect target for her family's jokes. Alix was concerned for her daughter's figure, and was pleased that the extra weight started vanishing with puberty. Maria grew into her feminine stature gracefully. The clumsiness was replaced by self assurance. She always had an attractive and flirtatious manner about her. In her teens she blossomed into a regal young woman, though always retained a certain level of naivety.