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The quotation "The lady doth protest too much, methinks." comes from Shakespeare's Hamlet, act III, scene II, where it is spoken by Queen Gertrude, Hamlet's mother. In Shakespeare's time, "protest" meant "vow" or "declare solemnly". The context is a play within a play, and the Queen criticizes the Player Queen's speech on the grounds that excessive avowal of her plan to not remarry after the Player King's death sounds hollow and insincere. Today, "protest" means "declare an objection", so the phrase has come to mean that one can "insist so passionately about something not being true that people suspect the opposite of what one is saying."
The phrase's actual meaning is, "I think the lady is promising too much." In the play, Hamlet's father has died, and his father's ghost has told Hamlet that he has been murdered (by Claudius). Hamlet has arranged a play for his mother, Gertude, and his uncle and stepfather, King Claudius, to watch: "The play's the thing, wherein I'll catch the conscience of the king." Hamlet wants to see if Claudius squirms or sweats at the point in the play where the woman's husband is murdered by her lover (or future lover). If so, he will have some evidence that Claudius killed his father. Hamlet arranges for the woman in the play to promise ("protest") to her husband that if he dies, she will never remarry. At this point, Hamlet asks his mother how she likes the play so far, and Gertrude famously replies, "The lady protests too much, methinks." Gertrude is protecting her own conscience about having married Hamlet's uncle after his father died. Hamlet replies, "O, but she'll keep her word." Pointing out that his mother has not lived up to the standard of the woman in the play.
The phrase is used frequently today. Andrew Klavan wrote an article for the Los Angeles Times in 2006 called "Clinton Doth Protest Too Much." Alanis Morissette wrote a song titled "Doth I Protest Too Much" (sic) for her album So-Called Chaos. In Venus In Fur, the Tony Award nominated play by David Ives, the mysterious Vanda proclaims, "Methinks the lady doth protest too much," as she pries for information regarding Thomas' defensiveness about his sexual past.