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Basically Marilyn told Uther a story about a prince who turned himself into gold so his people can use him to survive. It is a story of self sacrifice. A swallow would peck away at the Prince, bringing the gold to the people. Marilyn is the swallow in this story.The swallow also died at the end.
The real point is that Marilyn was in love with Uther. She died wanting to believe that she was happy doing what she did for him. This really bring a lot more to Marilyn's character.