Nene seems to take two risks in the story.

First, she marries Nnaemeka even knowing that his father, Okeke, would not accept her easily into his life. It's a risk because the father's prejudice could make her marriage, and her life, quite difficult--especially if children enter the picture, which they do. As we see later in the story, her decision to marry Nnaemeka also means that she experiences judgment and prejudice of other local citizens, not just Okeke; she also has to deal with the emotional pain of Okeke's harsh rejection of her when he returned their wedding photo with her image cut out.

But second, and perhaps more to the point, Nene takes the risk of writing the revealing letter to her father-in-law. Let's look at what she wrote:

"...Our two sons, from the day they learnt that they have a grandfather, have insisted on being taken to him. I find it impossible to tell them that you will not see them. I implore you to allow Nnaemeka to bring them home for a short time during his leave next month. I shall remain here in Lagos..."

As you can see, she reveals the fact that Okeke now has two grandsons, and she begs him to allow those children to visit the grandfather they've never known. She even says she'll stay home and not accompany them on the visit.

This is a major risk! She's opening herself up to additional hurtful comments and actions from Okeke, but she's willing to risk it so that her sons can have a relationship with their grandfather.