Adar I 9

The maiden was shapely and beautiful . . . Esther too was taken into the king's palace under the supervision of Hegai, guardian of the women. The girl pleased him and won his favor, and he hastened to furnish her with her cosmetics and her rations, as well as the seven maids who were her due . . . and he treated her and her maids with special kindness in the harem. Esther did not reveal her people or her kindred, for Mordecai had told her not to reveal it. Every single day Mordecai would walk about in the front of the court of the harem, to learn how Esther was faring . . . . Esther 2:7-11. The Writings--Kethubim: A new translation of The Holy Scriptures according to the Masoretic text, Third Section, The Jewish Publication Society of America, Philadelphia, 1982. Crayon on textured cardstock; edited on IrfanView.
Was there an option to not go to the palace? Did she consider hiding when they king's men came looking for beautiful virgins? How scarey was it? And it's not over yet. The next step is a twelve-month beauty treatment followed by a night with the king.
Mordecai's instruction to hide her Jewish identity hints at the meaning of Esther's name. Her name has many possible meanings but one of the favorites for discussion in the Midrash is this: in Hebrew, Esther can be understood to mean "hidden."