In the introduction to The Nursery Rhyme Book, you can read, "Bessy Bell and Mary Gray were two young ladies in Scotland long ago. The plague came to Perth, where they lived, so they built a bower (cottage) in a wood, far off the town. But their lovers came to see them in the bower, and brought the infection of the plague, and they both died."
Perth was actually about seven miles away from where they lived. No one knows how they really got the plague. It all happened in about 1645.
Bessy Bell and Mary Gray,
They were two bonny lasses;
They built their house upon the lea*,
And covered it with rashes.
Bessy kept the garden gate,
And Mary kept the pantry;
Bessy always had to wait,
While Mary lived in plenty.
*Lea is an area of open land sometimes in a meadow.
There's a Scottish ballad about Bessy Bell and Mary Gray that this rhyme originally came from.
Thanks and Acknowledgements
This rhyme can be found in The Nursery Rhyme Book, edited by Andrew Lang and illustrated by L. Leslie Brooke (1897). The illustration is from The Real Mother Goose (1916), illustrated by Blanche Fisher Wright.