I think you're right. I got the information that she was first married to a Thomas Small from some GenForum posts many years ago. They mentioned as their source "The Witches of Salem" by Winfield Nevins. I checked that book and on page 62 it does say that Sarah had been married to Thomas Small before Robert Prince. But, I did a search on Thomas Small on rootsweb and he (if it's the same guy) actually seems to have been married to a Ruth Canterbury (or Cantelbury), in fact marrying her in 1662 or 1663. Sarah married Robert Prince 5 April 1662. I think the confusion may come from the fact that Alexander Osborn's second wife, whom he married in December of 1692 (remember, Sarah died in May)was the very same Ruth Canterbury who had been married to Thomas Small. He died in 1674/1675. I hope this is all correct.