"The first thing we did was change our names. We were going to be Sappho," so begins this intrepid debut novel, centuries after the Greek poet penned her lyric verse. Ignited by the same muse, a myriad of women break from their small, predetermined lives for seemingly disparate paths: in 1892, Rina Faccio trades her needlepoint for a pen; in 1902, Romaine Brooks sails for Capri with nothing but her clotted paintbrushes; and in 1923, Virginia Woolf...