Must I Go by Yiyun Li Lilia, an 81-year-old mother of five, grandmother of seventeen, and widow of three, is the anchor of Yiyun Li’s new novel “Must I Go.” Jaded and apathetic, Lilia is described first at the beginning of the novel in third-person narration; we later come to know her more personally through her annotations in the posthumous diary of Roland Bouley, an ex-lover. Her brief notes, assumed to be scribbled on the margins of the diary’s pages, recount the short affair they had when she was a teenager, which resulted in her pregnancy with his daughter, Lucy,…