What is the context in ‘Marriage is a Private Affair’ by Chinua Achebe?

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You have identified a very important aspect of understanding literature. For us to be able to understand the context out of which a particular story has emerged enriches our comprehension of what the author is trying to convey. Chinua Achebe, himself a Nigerian, chooses to set this story in Nigeria, a land marked by ethnic diversity. Nigeria has more than 250 ethnic groups and these groups are distinct in terms of their culture and language as well as religion, customs and traditions. The two tribes mentioned in this story, the Ibo and the Ibibio, come from southeastern Nigeria, but traditionally did not marry. This story tells the tale of a young Ibo man and a young Ibibio woman who have moved from their native regions to Lagos, a large, modern city in southwestern Nigeria.

Thus when these two individuals fall in love and want to marry it causes great problems with the boy's father, who wishes traditions to be maintained and his son to marry an Ibo woman. The story thus focuses on entrenched cultural traditions about marriage and family, and most importantly, in the figure of the father who relents in order to get to know his grandson, the cost of maintaining those traditions even at the expense of losing your son and never knowing your grandchildren. Consider the final paragraph of the story, told looking at the father:

That night he hardly slept, from remorse - and a vague fear that he might die without making it up to them.

Achebe thus exposes the cost of pursuing a tribal, traditional view by focussing on the human casualties.