The novella makes use of ethos in the frame narrative when Douglas prefaces the tale he's about to tell. In doing so, he underlines the governess's authority by making her out to be a wonderful woman and—more importantly—not the sort of person who’s in the habit of randomly telling tall tales to strangers:
“I was much there that year — it was a beautiful one; and we had, in her off-hours, some strolls and talks in the garden — talks in which she struck me as awfully clever and nice. Oh yes; don’t grin: I liked her extremely and am glad to this day to think she liked me too. If she hadn’t she wouldn’t have told me. She had never told any one. It wasn’t simply that she said so, but that I knew she hadn’t. I was sure; I could see. You’ll easily judge why when you hear.”
Douglas implicitly trusts the governess. What's more, the fact that she hasn't told anyone else her tale suggests that she's not interested in talking about what happened to her, thus making it seem unlikely that her story is false. If she had made the story up, she would probably have done so as a way of entertaining people or getting sympathy from them, which would require her to actually tell them the tale. Therefore, that she never told anyone before telling Douglas suggests that it's true.
This is an extremely important moment because it essentially sets readers up to trust the governess unequivocally. This makes it all the more unsettling to slowly realize throughout the novella that she might not be as reliable as Douglas makes her out to be.