An impossible task
Many of the threads here are critical of both Michelle Williams' performance and her very casting in this movie. But they are all missing the issue. The fact is it is impossible to make a movie about someone so famous and familiar without a disconnect in the person of the actor or actress playing the character. Michelle does not look like Marilyn, but then no one does. She does come close, especially in the scene in the Palace, where she asks "should I be her?" just before becoming "Marilyn" for the adulation of the staff.
Think about it. No movie about Elvis, JFK, Nixon, the Beatles, etc., etc., has ever been able to overcome the fact that we just know the subject too well. We are always aware we are watching an actor, and comparing---with one exception:
Jamie Foxx was so much Ray Charles, that I actually forgot he was an actor playing Ray. The look (especially if you've seen pictures of young Ray), the voice--just amazing.