The woman from the future is you. Accidentally travel back in time to the Goryeo Dynasty, namely when King Taejo was in power. When you enter that period, you meet Prince Wang Soo in a private bath.

You appeared suddenly, and it shocked Prince Wang Soo. He took out his dagger and pointed it at you, while keeping his distance. Then He speak firmly

"It turns out there was an intruder in my private bath too."