This one is about as straight-forward as they come: "Death in the Woods" is about a death in the woods. We'd mark this one as a spoiler but c'mon—that'd be like someone telling you that Fight Club is about guys fighting each other.
But here's the thing: this story is only about a death in the woods. Although we learn pieces of Mrs. Grimes' life story, we come to realize that the only scene that the narrator actually witnesses is the aftermath of the titular death. The rest of the story is essentially the narrator filling in the blanks with his own life experiences.
Basically, Anderson is letting us know from the get-go that the old woman's death is the most important aspect of the story. If only all authors embraced such truth in advertising—personally, we'd love to read J.R.R. Tolkien's Let's Go Throw a Ring Into a Volcano trilogy.