Article continues below advertisementOK! can reveal Princess Diana was left horrified and humiliated during her first Christmas with the royal family after unknowingly becoming the butt of an inside joke, when a gag gift from Princess Anne exposed how unprepared she was for life inside the monarchy.Diana, then 20, had married the then-Prince Charles just five months earlier and arrived at Sandringham in December 1981, facing an intimidating holiday with her in-laws while newly pregnant with her first child, Prince William.