Egeria was forlorn after her husband died, despite the nymphs (shown in the painting) sent by Diana to console her.
This painting is said to be based on a passage from Ovid's Metamorphoses, Book XV. Here is the relevant section from the translation of Brookes More in 1922:
EGERIA CHANGED INTO A FOUNTAIN
 They say that Numa with a mind well taught by these and other precepts traveled back to his own land and, being urged again, assumed the guidance of the Latin state. Blest with a nymph as consort, blest also with the Muses for his guides, he taught the rites of sacrifice and trained in arts of peace a race accustomed long to savage war. When, ripe in years, he ended reign and life, the Latin matrons, the fathers of the state, and all the people wept for Numa's death. For the nymph, his widow, had withdrawn from Rome, concealed within the thick groves of the vale Aricia, where with groans and wailing she disturbed the holy rites of Cynthia [Diana/Artemis], established by Orestes. Ah! how often nymphs of the grove and lake entreated her to cease and offered her consoling words. How often the son of Theseus said to her "Control your sorrow; surely your sad lot is not the only one; consider now the like calamities by others borne, and you can bear your sorrow. To my grief my own disaster was far worse than yours. At least it can afford you comfort now.
 The grief of others could not ease the woe of sad Egeria, and she laid herself down at a mountain's foot, dissolved in tears, till moved by pity for her faithful sorrow, Diana changed her body to a spring, her limbs into a clear continual stream.