So she thought, but she had lost herself long ago.

It doesn't follow that she was lost, because she had lost herself, though.
She ran for some distance, turned several times, and then began to be afraid.

Very soon she was sure that she had lost the way back.

Rooms everywhere, and no stair! Her little heart beat as fast as her little feet ran, and a lump of tears was growing in her throat.

But she was too eager and perhaps too frightened to cry for some time.