Brown study
The expression is old, dating at least from the sixteenth century. We’ve now lost the original meanings of both halves of the phrase and so it has long since turned into an idiom. Brown does refer to the colour, but it seems that in the late medieval period it could also mean no more than dark or gloomy and it was then transferred figuratively to the mental state. A study at that time could be a state of reverie or abstraction, a sense of the word that is long since obsolete.
The first example is a surprisingly modern-sounding bit of sage advice in a book called Dice-Play of 1532: “Lack of company will soon lead a man into a brown study”.
World Wide Words
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