In June 1829, English curate Patrick Brontë brought home a box of 12 wooden toy soldiers for his 12-year-old son Branwell. Branwell shared them with his sisters: “This is the Duke of Wellington! It shall be mine!” shouted 13-year-old Charlotte, and 11-year-old Emily and 9-year-old Anne soon took up avatars of their own. This was the start of an enormous imaginative undertaking — soon the four had invented names and personalities for their soldiers and had begun inventing a shared history in which the “Young Men” traveled to the west coast of Africa; settled there after a war with the...