I don’t think you did anything wrong. I hate people striking up a conversation like that as well.

You can train yourself not to panic, deep breaths, focusing on something in the middle distance, closing your eyes, counting to ten - whatever works for you. And then you can ride a situation like this out. Either by masking your discomfort or giving very curt replies. You can also just say “I’m very sorry, I’m not in the mood for a chat.” But you mustn’t worry that you made an extrovert sad. She’ll get over it and maybe learn from this experience as well.