"Do you not recall having heard how Signora Felice della Rovere was journeying to Savona and fearing that some sails that were sighted might be ships of Pope Alexander in pursuit of her, made ready with some steadfast resolution to throw herself into the sea in case they should approach and there was no means of escape. And you must not think she did this out of any passing whim, for you know as well as anyone else what intelligence and wisdom accompany this lady’s singular beauty."
— Baldassare Castiglione, The Book of the Courtier
Castiglione used this story in his Book of the Courtier as an example of feminine honour and virtue. Whether or not there’s any truth to it is impossible for us to know, but ultimately this episode may us less about Felice della Rovere’s personal courage than it does about her skill in crafting her reputation.
The illegitimate daughter of Pope Julius II, Felice did not grow up among the Italian elite, but rather had to work her way into courtly circles by forming advantageous connections and building a reputation as an intelligent and cultivated young woman. One important acquaintance was Baldassare Castiglione, who became a lifelong friend, and it is entirely possible that he heard the tale recounted in The Courtier from Felice herself.
If that’s the case, we can view this as a very calculated move on Felice’s part, designed to promote a specific image of herself. She has deliberately equated herself with legendary women such as Lucretia and Sophonisba, who chose to die rather than surrender her virtue. Further, her story emphasises a strong connection between herself and her father the Pope: his enemies are also her enemies, and the fact that they are so determined to capture her underlines just how much she means to Julius.
Even the choice of setting highlights her connection to the family name: not only is Felice travelling to the ancestral della Rovere home of Savona, but she is going there by water — by the sea, a distinct emblem of the della Rovere which has played heavily into their family mythology. When Felice prepares to throw herself into the sea rather than be taken by the Borgias, she is metaphorically flinging herself into the arms of her noble ancestors.