The Piazza Tales by Herman Melville
Our narrator, who is a bit like Melville - bought a house in Massachusetts (this is Arrowhead, Melville's house). (Or balcony) on it, but there was none. So he had been building a balcony. Then he sat on the balcony and looked out to see the scenery. He had daydreaming about going out into the mountains and meeting a lonely woman named Marianna, who was lonely and looked at his home from afar and imagined that he was happy. Then the daydream ended and he returned to the balcony, feeling sorry for himself.
Everyone who has read this was hoping they would fly off fairy dust into the mountains, find Melville's sweet and fragrant home, and kick Melville's underwear quickly.