Mother Goose in Prose by L. Frank Baum

According to Wikipedia: "Mother Goose in Prose is a collection of twenty-two children's stories based on Mother Goose nursery rhymes. It was the first children's book written by L. Frank Baum, and the first book illustrated by Maxfield Parrish. It was originally published in 1897 by Way and Williams of Chicago, and re-released by the George M. Hill Company in 1901. The book opens with an introduction by Baum that traces the history of Mother Goose. It is followed by the original text of a nursery rhyme with a broader story to establish its literary context... The book's last selection features a girl named Dorothy who can talk to animals — an anticipation of the Oz books. When Baum later included this story in his Juvenile Speaker (1910) and The Snuggle Tales (1916–17), he changed the girl's name to Doris, to avoid confusing her with Dorothy Gale."