So many people have asked me why I took that name, and how I came to think of it, that it will not, perhaps, be amiss if I give the reason in this paper. It happened like this. During our negotiations, my guide suggested that I had better take some _nom de guerre_, as it would never do to bring out such a book under a woman's name. 'Make it as real-sounding and non-committing as you can,' he wrote, and so, after much cogitation and cudgelling of my brains, I chose the name of the hero of the only story of the series which was written in the first person, and called myself J. S. Winter. I believe that 'Cavalry Life' was published on the last day of 1881. Then followed the most trying time of all--that of waiting to see what the Press would say of this, my first child, which had been so long in coming to life, and had been chopped and changed, bundled from pillar to post, until my heart was almost worn out before ever it saw the light. Then, on January 14, 1882, I went into the Subscription Library at York, where I was living, and began to search the new journals through, in but faint hopes, however, of seeing a review of my book so soon as that; for I was quite alone in the world, so far as literary matters went. Indeed, not one friend did I possess who could in any way influence my career, or obtain the slightest favour for me. I remember that morning so well; it is, I think, printed on my memory as the word 'Calais' was on the heart of Queen Mary. It was a fine, cold morning, and there was a blazing fire in the inner room, where the reviews were kept. I sat down at the table, and took up the _Saturday Review_, never dreaming for a moment that I should be honoured by so much as a mention in a journal which I held in such awe and respect. And as I turned over the leaves, my eyes fell on a row of foot-notes at the bottom of the page, giving the names of the books which were noticed above, and among them I saw--'Cavalry Life, by J. S. Winter.'