Wee Willie Winkie and Other Child Stories by Rudyard Kipling

Percival William Williams, who is affectionately called 'Wee Willie Winkie' because of the nursery rhyme, is the only son of the Colonel of the 195th. He makes good friends with a subaltern, whom he nicknames 'Coppy'. One day Wee Willie Winkie confesses to Coppy that he saw him kissing Miss Allardyce, whose father was a Major. Coppy convinced him to keep silent about the matter since they were engaged, but hadn't announced it, yet. Three weeks later, when Wee Willie Winkie is grounded, he sees Miss Allardyce ride her horse across the river in an attempt to prove her mettle. Wee Willie Winkie knows that the 'Bad Men' (who he equates with goblins) live on the other side of the river, so he rides out after her even though he's grounded.