The poem that prefaces "Yellow Woman" suggests that the story that follows is mythic. Whirlwind Man belongs "to the wind," and he and Kochininako, Yellow Woman, "travel swiftly / this whole world." At the story's opening, the unnamed female narrator awakens at dawn next to a man on a riverbank. She watches the sun rise, then gets up and walks south, following their footprints from the day before. She comes across their horses, and she looks for but cannot see her pueblo (a multi-storied dwelling built of adobe; capitalized, the word also means "people" in the sense of a tribal group).

She returns to the sleeping man to tell him she is leaving. He reminds her, smiling, that she must come with him. He calls her "Yellow Woman" and will not answer her questions about who he is, saying only that the night before she had guessed...