A S Byatt 
The Thing in the Forest (Storycuts) 

Leaves rustle underfoot in a dark wood: two little girls, extracted from their homes in wartime London, encounter something terrifying in a forest. Later when they meet as grown women, they realise the experience has coloured their lives. A dark tale about the nature of stories themselves.
Part of the Storycuts series, this short story was originally published in the collection Little Black Book of Stories.