"And, Nell? I'm sorry that you had to be the one to stumble into this. I hope you aren't too upset, because I need you to help me--help the Society--through this difficult time."Now out of common usage, megrim means depression or dejection, low spirits. The megrims are comparable to the blues. It can also mean a whim / fancy / caprice, though I think that usage was less common.
Well, it was nice that he had thought about it. But I had no intention of lapsing into a fit of the megrims, whatever they were. I would soldier on, and I would save any mourning for poor [so-and-so] until later, when I got home. (68, emphasis mine)
Apparently this is where we get the word migraine.
There is also a type of fish called the megrim. As I am not a fan of this class, I refrained from doing too much research into this particular usage of the word. The megrim (according to the one image I saw) is pale (perhaps translucent) and has a strange, squashed-looking face.