Beyond the Hundred Kingdoms by Rod Espinosa

The Courageous Princess book 1.

The beloved Princess Mabelrose, her parents' only child, goes to a ball -- and has a horrible time. And when she returns home, a dragon kidnaps her. It intends to hold her for ransom despite her kingdom's poverty.

The tale winds on from there. It involves Mabelrose's tricking the dragon into leaving for a time, a magical rope, her father's leaving home in search for her, a sage, a king in a cage, a fair number of fairy tales, talking animals, and more.