Aladore by Sir Henry Newbolt

Ywain, a knight bored with his administrative duties, abandons his estate to his younger brother and goes on a pilgrimage to seek his heart's desire. Following a will-o'-the-wisp resembling a child, his quest takes him to the city of Paladore, where he meets the lady Aithne, half-fae enchantress. Sir Henry Newbolt's allegorical fantasy was published in hardback in Britain in 1914 and in the Uniited States a year later. It was revived in 1975 as the fifth volume in the celebrated Newcastle Forgotten Fantasy Library. - Summary by Phil Benson, adapted from Wikipedia