What nationality is Miss Brill?
Miss Brill is an English expatriate living in Paris, France. "Expatriate" is a term that describes people who live outside their native land.
Miss Brill is in Paris working as an English teacher.
She had quite a queer, shy feeling at telling her English pupils how she spent her Sunday afternoons. No wonder! Miss Brill nearly laughed out loud. She was on the stage.
The fact that she is an expatriate may be the reason why she is also lonely. Unmarried and in a foreign land, the chances for a school teacher to engage in a social life, while still maintaining a respectable and virtuous reputation, would be quite low. Hence, she enjoys her afternoons at the Public Gardens, which are also free to the public, pretending to be one of the multiple "characters" that she invents in her mind based on the people that she sees.
We also know that Miss Brill is poor. First, if she were a rich woman, she would likely be attending a real theater, or going to tea somewhere fancy. Instead, she lives in a small apartment and treats herself to a slice of almond cake on Sundays.
Hence, the portrait we get is that Miss Brill is an English expatriate, likely a middle-aged woman, living in Paris and working as a teacher for English students. She also has limited financial means and cannot lead a life of more freedoms.
Miss Brill is an older, unmarried Englishwoman living and working in France shortly after World War I. She seems to be living on a very limited income. Her plight reflects social reality: although it would not become fully apparent until the end of World War II, World War I ended England's century of world dominance. The war put the country deeply in debt and many English citizens saw a decline in their standards of living after the war. We see in Miss Brill, with her old but carefully cared for fox collar, her small, dark room, which is described as like a "cupboard," and her treat of a slice of honey cake on Sunday (she delights on the days when she finds an almond in it), a portrait of a woman trying to hang on to her dignity with a declining income in rapidly changing times. Her definition of what it is to be a lady is no longer the vogue; the world is passing her by.
In Katherine Mansfield's short story "Miss Brill", it appears that Miss Brill is from England. At one point in the story, we hear that Miss Brill would have a "queer, shy feeling at telling her English pupils how she spent her Sunday afternoons." Earlier in the story, she recalls watching "An Englishman and his wife".
It also appears, though, that Miss Brill is in France, given the reference to the "Jardins Publiques" (Public Gardens) in the story's opening line.