Excitement and anticipation are conveyed through the way in which Leila is shown to be thinking of the ball and obsessed by it even in the opening paragraph. Note the way that she equates being in the carriage that will take her to the ball with the actual start of the ball:
She sat back in her own little corner of it, and the bolster on which her hand rested felt like the sleeve of an unknown young man's dress suit; and away they bowled, past waltzing lamp-posts and houses and fences and trees.
Even the journey in Leila's mind is equated with dancing with unknown gentlemen. Leila is envious of her cousins' equanimity and "indifference" about going to a ball, and wishes that she could respond in a similar way. She is also envious of the ease and familiarity with which Laurie and Laura organise their dance cards, and wishes that she could have a brother so that she wouldn't feel so scared. Clearly, Mansfield uses these details to create an impression of a youthful girl who is overwhelmed with excitement and nerves on her first ball.
Through Leila's constant imagination of things as dance partners and stage lights, an aura of excitement and anticipation is created round her. She seems to be in a daze at the sight of the dance hall, and the lights fascinate her greatly.