Elemental Masters, book 6: Reserved for the Cat
Mercedes Lackey2007

Based loosely on the tale of Puss in Boots, Reserved for the Cat takes place in 1910 in an alternate London. A young dancer, penniless and desperate, is sure she is going mad when a cat begins talking to her mind-to-mind. But her feline guide, actually an Elemental Earth Spirit, helps her to impersonate a famous Russian ballerina and achieve the success she’s been dreaming of. Unfortunately she also attracts the attention of another Elemental Spirit— a far more threatening one— and the young dancer must once again turn to her mysteriously powerful four-legged furry friend.