What details from the story show that madeline was terrified when she first made an appearance

Madeline was not terrified in her first appearance in the story. She is, in fact, oblivious to everything around her.

While he spoke, the lady Madeline (for so was she called) passed slowly through a remote portion of the apartment, and, without having noticed my presence, disappeared. I regarded her with an utter astonishment not unmingled with dread - and yet I found it impossible to account for such feelings. A sensation of stupor oppressed me, as my eyes followed her retreating steps.