Trafalgar Square isn’t some random patch of concrete where London needed something colorful to fill an empty corner. This is one of the most famous historic spaces in Britain. Nelson’s Column towers over the square. Statues of King George IV, Sir Henry Havelock, and Sir Charles James Napier have stood there for generations. Whatever anybody thinks of those men today, they represent actual pieces of British history. And now, into the middle of all that comes Lady in Blue… She’s an overweight black woman in a bright, skin-tight blue dress, striding forward on the Fourth Plinth. The idea is that...