Sure. There was a lady named Mary. One day she went to a zoo. She saw a monkey stealing a hat from a man. Instead of being scared, she started imitating the monkey's actions, making funny faces and noises. The monkey got so confused that it dropped the hat and ran away. Everyone around burst into laughter at her hilarious antics.
One element is the use of physical comedy. A lady might trip over something in a comical way, like slipping on a banana peel. Her unique personality traits also contribute. If she is overly confident in a situation where she clearly doesn't know what she's doing. And then there's the element of the setting. A lady getting lost in a very small and simple place can be quite funny. For example, getting lost in a tiny grocery store with only a few aisles.
In the true story, the lady was Miss Shepherd. She led a very simple yet somewhat mysterious life in her van. She had her own quirks and was quite set in her ways. Alan Bennett often interacted with her as she was parked on his property.
Not necessarily. 'The Lady in Black' could be a blend of real and imagined elements. Maybe it started with a kernel of truth and then grew into a more elaborate tale.