The very last paragraph, the ending, is not matching the music and needs some refining work.
The music was composed when Dvorak travelled back to Europe and is very European compared to his other works. It is more classic and even like for royal court.
The story is just imagination of the listeners. It could be very different from people to people even different by the same person at different times. I some times feel this piece could be rooted to a fair of the composer when he was travelling in Europe. The woman could be from upper class or royal environment. It is just my guess.