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How can I understand this sentence?

"Rumor has it that she will marry soon."

What is "it"?
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Rumor has it: there are rumors

has it is an idiom here: it is said
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Thank you for making me actually think about some of the idioms we take for granted.
The meaning is the same as saying, The rumour is..." (Rumor is the American spelling, rumour is the British spelling) - and that is what people 'hear' when someone uses those words, rather than the individual words, especially the "it" part.
It actually comes from the expression "to have it", meaning "how one has understood something, grasped the meaning of something" but implying there is some doubt as to whether one is correct, as there may be different ways of looking at some situation. So, I might say: "Well, (as I understand the situation you are in from what you have told me)= (as I have it), you can either do (this) or (that). That's my opinion, (but someone else may see things differently.)"
So, in the idiom "rumour has it" from "to have it" ( I have, it has, you have, he/she has, they have) the "has it" would then literally mean, "rumour is of the opinion that she will marry soon (but until they actually announce the date we can't really be sure.)"
Hope that helps.
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Comments  
I don't know what your native language is, Anon, but in some languages the kind of it you have in your sentence is called a formal object as it is the object of has. Some grammarians call it "unspecified it." Examples of it used as an object without any clear reference abound in English:

Help Me Make It Through The Night (a song)
Some Like It Hot (a movie)

CB
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>"rumour is of the opinion

Yes.