I first read this story as a teenager, when I was probably about the same age as the mischievous and self-possessed young woman in the story. It is rightly famous. I was nowhere near as mischievous and self-possessed as she is, however. It took me quite a while to work out what was going on, and these days I feel terribly sorry for the vulnerable visitor. But it is still very funny.
First published in The Westminster Gazette, 1911, and later included in his collection Beasts and Super-Beasts, 1914. You can read it here
A Personal Anthology 