Near the end of season 1, Matthew was unsure of whether he wanted to be the next Earl of Grantham. But Cora found out she was pregnant. The Earl and Cora were hoping for a baby boy.
The Dowager Violet's ladies' maid was leaving to get married (the Dowager commented on how selfish she was for that), and Cora told her she would place an advertisement in The Lady (magazine for noble women) for her.
O'Brien overheard something incorrectly and thought Cora was going to replace her. She was pissed.
While Cora was bathing, she dropped her bar of soap on the floor. Instead of retrieving it, O'Brien gently kicked it over where Cora would step on it getting out of the tub. While in Cora's dressing room, OBrian realized that intentionally trying to hurt Cora was wrong, and she yelled out to her not to get up out of the tub. But it was too late, Cora had gotten up, slipped on the soap, fell hard and lost the baby. Everyone was stunned and saddened. And the fetus was male. Cora and Robert were beside themselves.
I'm trying to remember: I think O'Brien had said something to Thomas about the soap being a maid's trick prior to the accident happening. Thomas and O'Brien were always conspiring together back then.
I know the prior seasons are on Hulu.