A photograph was taken shortly after her arrival at La Prison Saint-Lazare, but by then she was scarcely recognizable. Her first cell was padded and very small, hardly more than a closet fitted with stuffed canvas panels. There were no facilities, no furniture, and poor light. Her first visitor was a physician, a Dr. Leon Bizard. (An unusually sympathetic figure, his later memoirs would contain the only factual account of her stay at St. Lazare. All other stories—her insistence upon a daily bath of milk, her attempts to seduce a guard, her outlandish nude ballet—were lies.) Her initial demands were entirely reasonable; she wanted a blanket, the use of a telephone, and a basin of warm water.

The first round of questioning commenced at about one o'clock in the afternoon. She was escorted through a maze of corridors to a third floor room in the chancellery, where she met a lean officer with a large head, arched eyebrows, and a thin mustache. Privately she would call him the "egg man," and compare him to a character from a political cartoon. In fact he was the formidable Captain Pierre Bouchardon, the chief investigating officer. Forty-six years old, he had earned a reputation as a dogged prosecuting attorney in Rouen before accepting the post of rapporteur militaire. He was a fiercely conservative, self-denying man with a firm commitment to that element of French society that had always distrusted those from the artistic community.

His office was small, and he complained that with ten or twelve officers meeting to discuss the case, "it felt like the Metro at rush hour." There were two chairs, a desk, and a bookshelf with glass doors. The one window looked out onto the river and a lovely stretch of the Quai de l'Horloge. From the prisoner's chair, however, one saw nothing.

She was tired, exhausted really, and desperately wished they had permitted her to wash. Bouchardon reported that she had entered his office with a "haggard look in her eyes, and bits of hair sticking to her temples." She was not, however, unduly frightened, not in the beginning.

It started on a fairly conversational note:

"Please tell me the story of your life," Bouchardon said. Zelle fumbled with a handkerchief she had found in the sleeve of her dress, Bouchardon with a fountain pen and the ledger that would form the backbone of his case.

She began tentatively, focusing on what she assumed Bouchardon wanted to hear—her relationship with Germans. She said that as an international woman she had never been conscious of political barriers. Naturally the Germans were somewhat gauche, but one could say the same of the Austrians and the Turks.

"And the French?" Bouchardon asked. "How do you like the French?"