Set your cap at someone - expressing romantic interest in someone, and actively pursuing them.
Pointers - Sporting dog breed of hound, spaniel, setter ancestry. Learn more here.
Poet William Cowper (pronounced Cooper) - Jane Austen's favorite poet. Learn more here.
Christian Name - A person's first name. A couple had to be engaged to use their Christian names.
Natural Daughter - A child born outside of legal marriage. A “love child,” “a bastard child.”
Lock of hair in a ring - Historically considered a sign of love and devotion. Exchanging locks of hair began to become popular in 16th-century France and England and was a somewhat-common upper-class affectation for a couple of centuries.
Why is it shocking for Marianne to be writing to a bachelor without being engaged to him? - If a couple could not be without a chaperone or if he could not use her Christian name; it was not proper to write to them.
50,000 pounds - Approximately 60 million US dollars today.
Bleeding by the doctor - Refers to bloodletting, a practice thought to prevent or cure illness and disease by withdrawing blood.