You've been sacrificed.
Your people needed the dragon, and so you've been offered up for the dragon. (Usually, the dragon only takes women. For wives, you know. But perhaps you were a bit low on the ladyfolk. Who knows.) Your people would have dressed you in the finest clothes; that was the way of things, after all. The river swelled and the rains came, swift and violent, and almost without noticing you were whisked away.
Regardless of the hows or whys of your taking, you're here now. Somewhere not quite earth, a massive opulent palace of marble and gems, build comfortable enough in some places for humans and large enough in most for the massive dragon that stole you. Whatever you are, there doesn't seem to be more of you here; all of the servants bear feathers or fins, and while they're helpful enough in getting you out of your soaked clothes and getting you tea and fed, they ultimately don't speak to you more than they absolutely have to.
In any case, you're in a human-sized room, clearly meant for one, unlived in for quite some time. The dragon, having dumped you on his servants upon arrival, is currently... nowhere to be found.
There is, however, a fish-maid standing at attention outside your room's door.