The Queen has lost an honest and close companion

The Queen and her cousin used to play as children

Margaret Rhodes was a delight to interview. She was direct and honest - perhaps too direct and too honest for the more sensitive souls who reside at royal palaces.

At the height of the hype generated before Prince George was born, CNN's Christiane Amanpour asked her if she was excited.

"Not really," came the reply. "Everybody has babies."

Margaret Rhodes was close to the Queen. She once told me that when they were very small, they occupied their time playing at being horses.

"We were circus horses or riding ponies or anything you like," she said. "But it involved a lot of neighing and cantering and galloping."

Through the decades of turmoil and triumph, they remained close. On Sundays after church when at Windsor, the Queen would visit her cousin in her grace and favour home. They would have a drink and chat about their families.

The small circle of people who understand the Queen, and who have supported her, has just lost another significant member.

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