This is the story's prologue.
From Wikipedia:
The Turn of the Screw is an 1898 American novella by Henry James that first appeared in serial format in Collier's Weekly magazine (January 27 – April 16, 1898). In October 1898 it appeared in The Two Magics, a book published by Macmillan in New York City and Heinemann in London. Classified as both gothic fiction and a ghost story, the novella focuses on a governess caring for two children at a remote estate who becomes convinced that the grounds are haunted.