She went on to study for a M.A. at Columbia University, but abandoned her studies because of concerns over events in Europe. At the encouragement of her mentor, the historian Jacob Shatzky, Dawidowicz decided to focus on history, especially Jewish history. Dawidowicz made the decision to learn Yiddish, and at Shatzky's urging, she relocated to Wilno, Poland (present-day Vilnius, Lithuania) in 1938 to work at the Yiddish Scientific Institute (known by its Yiddish acronym as the YIVO).