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In Chapter 18 of Pride and Prejudice, the Bennett family are attending a ball at the Bingley's rented estate at Netherfield. Mr. Collins is speaking to Elizabeth explaining to her that he is going to go and speak to Mr. Darcy:

"You are not going to introduce yourself to Mr. Darcy!” [said Elizabeth] “Indeed I am. I shall entreat his pardon for not having done it earlier. I believe him to be Lady Catherine’s nephew. It will be in my power to assure him that her ladyship was quite well yesterday se’nnight.” [said Mr. Collins]

Elizabeth proceeds to attempt to dissuade Mr. Collins from introducing himself to Mr. Darcy to no avail. Mr. Collins does indeed introduce himself.

Why was Elizabeth so appalled at the notion of Mr. Collins introducing himself to Mr. Darcy?

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Being introduced to someone was a formal matter. It made you an acquaintance. After you had been introduced to someone, failing to acknowledge them -- cutting them -- was a serious matter. Witness how Sir Walter and Elizabeth in Persuasion begrudging admit to knowing Captain Wentworth despite his inferior birth, even if minimizing it as a "bowing acquaintance" -- someone you would bow to, to acknowledge the acquaintanceship, but would not socialize with.

Consequently, you should not presume even to introduce someone to another person if there was reason to expect there would be an objection, especially by the person of higher rank. (Jane Austen once read a novel by a niece and told her "A country surgeon … would not be introduced to men of their rank," because she had the man introduced to nobles.)

As for introducing yourself, it is unspeakably forward.

Here is a good summary

As a rule, an introduction could not be made without the express permission of the people involved. Moreover, if one person enjoyed a higher social rank than the other, then he or she needed to give their consent to having a lower-ranking stranger introduced to them. A person of a higher rank could simply decline an invitation to an introduction, no questions asked!

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