The one we had was a very little book, and I think the only colors were blue, black, and white. The teeny tiny woman was drawn too small to distinguish her face very well, but she had a blue dress and black hair up in a bun.
[edit]: I tried to find an illustration online, and there are tons of different versions, but none of them are mine. :( I distinctly remember the "After all, this is a scary story" thing though. That's from the one I had. But I guess it's a fairy tale after all; apparently it's an "Old English Ghost Story."

