I think it was in the Pall Mall Gazette:
“Although I am an American, a Republican and all that sort of thing, I must own I dearly love a ceremony, adore a title, and was prepared for wild enthusiasm at a Court function. I crossed the Atlantic all in a quiver of excitement to know whether I should receive a card or not, because on that would depend our tearing off to Paris to get a Court dress.
“Oh, the joy and excitement on opening a big envelope, without a stamp, with a purple die-mark in one corner, bearing the mysterious words, ‘Lord Chamberlain’s Office’! There was nothing grand whatever about the card, just a great, big, plain invitation:
“‘The Lord Chamberlain is commanded by their Majesties to invite Miss American to a Court to be held at Buckingham Palace on Friday, June 6, 1902, at 10 o’clock p.m.’
“‘Full dress, ladies with feathers and trains.’
“Hugging the much-prized card to my heart, I skipped about the room practising that bow, or curtsey, or bob, or whatever they like to call it, that I had been rehearsing for weeks in my own mind, so as to be ready for the great event.
“We went to Paris and ordered the dress, which I dare say would have been just as well made in England, only somehow it sounds smarter to cross the Channel for it. The four yards of wonderful train of glistening, sheeny, silvery stuff was made and ready, the three white plumes, the long tulle veil and white gloves were all on my bed waiting, and I was just wild with excitement. I wanted to get dressed at breakfast-time, but as the Court did not begin until 10 p.m., the family decided that was rather too early, although I really did have my head done soon after lunch, as the hairdresser came then to perform upon it. He had so many engagements for Court heads, he had to dress it then or not at all. He did it up in the most wonderful manner, frizzed it and curled it, the greater part of the coiffure being, however, low on my neck, as that, he declared, was more becoming with the tulle veil. When he had done he placed the three white feathers conspicuously in front, and twisted the tulle in and out of the curls. A long strand of tulle, which was finally to hang down my back, he folded up and pinned in a bob on the top of my head, so that it might not inconvenience me during the many hours that intervened before I went to Buckingham Palace.
“They say that seven thousand people are still waiting for invitations; if they only knew how lovely it all was they would be more anxious even than they now are, for it was a veritable dream of splendour, gorgeousness, and magnificence, such as my youthful mind had never conceived possible.
“We left home early, and when we arrived at St. James’s Park about half-past eight, a line of carriages was already before us, but as the doors were not opened till nine we had to wait our turn. Gradually that procession of carriages moved on; we did not draw up in front of Buckingham Palace, which I know so well from the road, but drove right into a courtyard at the back, a regular quadrangle, round the four sides of which a brilliant row of gas-jets was shining. The Royal folk wisely live in these more secluded portions of the Palace, and their private rooms overlook the gardens, which are lovely and contain a lake, instead of looking on to the public part of St. James’s Park.
“There was a great wide stairway with red carpet, beyond which was the cloakroom, and once having struggled through that, my chaperone straightened me out and shook my train, telling me I looked ‘just sweet,’ a very consoling remark in my flutter of excitement. She then gave me my train back over my arm, and we were ready. Four yards of Court train were pretty heavy, I found; for although it was shining silver outside, it was lined with white satin (débutantes’ dresses are always white), and there was an interlining to make it stand out as I passed before the King and Queen. Then I had a bouquet too, which seemed to grow very heavy before the evening was over, and I envied those ladies who had come without such floral adjuncts.