The first recorded performance of the play was on December 26, 1606, before James I at Whitehall Palace.

"My cue is villainous melancholy, with a sigh like Tom O'Bedlam." Can you explain the reference to "Tom O'Bedlam"? And what does "cue" mean here?

1) "Cue" means "part" in the above quote.
2) In 1247 a convent was founded just outside the London wall for the order of St. Mary of Bethlehem. By 1330 the convent had become the General Hospital of St. Mary of Bethlehem, ready to treat the gamut of common ailments. However, by 1403, Bethlehem had developed into a hospital for the mentally ill, the first such institution in England. In 1547 King Henry VIII granted Bethlehem Hospital, known by now as Bedlam, to the city of London as an asylum for the mentally deranged. By the time Shakespeare wrote "King Lear", Bedlam had a solid reputation as a brutal, inhuman prison. Shakespeare refers to Bedlam and the "Bedlam beggars", commonly known by the generic name "Tom O'Bedlams", several times in his plays. In Act 2 of "King Lear", Shakespeare describes the actions of some inmates:

The country gives me proof and precedent
Of Bedlam beggars, who, with roaring voices,
Strike in their numb'd and mortified bare arms
Pins, wooden pricks, nails, sprigs of rosemary;
And with this horrible object, from low farms,
Poor pelting villages, sheep-cotes, and mills,
Sometime with lunatic bans, sometime with prayers,
Enforce their charity... poor Tom! (2.3.13-19)

Edgar says, "The prince of darkness is a gentleman/Modo he's call'd, and Mahu" (3.4.143). I've read many editions but they do not annotate this passage. Who are Modo and Mahu?

Modo and Mahu are fiends originally found in a work called the Declaration of Egregious Popish Impostures, written in 1603 by Samuel Harsnett.

Do we know what happened to King Lear's wife?