It's hard to answer this directly without context. And, unfortunately, part of that context is something that none of us will likely ever know (what was going on inside the other person's head). However, there is still an opportunity for some general guidance for your situation. You asked,
How should I handle this? Should I talk to her? Leave it be or at least mention it to my boss?
Basically, you're asking, what should I do now?
It's best if you do nothing at this point. Ideally, everyone will forget about this and move on.
But what if people talk? What should you do then?
If this event does grow legs and turn into office gossip, and that bothers you, you can always offer a simple explanation:
Yeah, it was a little awkward, she seemed to be having a private conversation while I was waiting to grab my coat.
Then, just leave it be. Don't get dragged into the gossip cycle any more deeply, and don't make a big show of defending yourself, or else you'll risk looking suspicious. People may talk about something like this, but the thing about office gossip is that the focus will always be on the hot new story - and hence, gossipers tend to have short memories. By next week they will probably be talking about some other issue cause by someone else, and you can forget about it too, and move on.
More importantly though, is perhaps a question you haven't actually asked:
What should you do next time this happens?
Even if you decide to never hang out with your workmates again in any capacity (which would be a shame), you'll probably have some sort of similar situation under some context with some group of people. And that gets us to the crux of the matter: It sounds like this woman was upset that you seemed to be listening on a private conversation. That's reasonable - no one likes feeling as if someone else is eavesdropping, even if the eavesdropping is unintentional. Which seems to be the case for you - you were only trying to get your coat, and there she was, sharing some private information in a public place! While the fault may technically be on her, that doesn't mean there aren't things you can try in order to disarm the situation, rather than leaving her feeling creeped out.
So, if you find yourself standing quietly by, while other people are talking, consider if the details of their conversation are obviously private or not. Or, even if you can't tell if they're private, if it seems like they aren't intending other people to hear, you can always try any of the following things:
- Step away quietly and wait out of earshot.
- Grab your coat and move on as quickly as you can.
- Clear your throat, or shuffle your feet, or do something else to make it clear that you're nearby. If they look up at you, you can smile and quickly say,
Hey, just waiting to grab my coat!
(to be clear, telling them that you're listening makes the whole situation even more awkward, because you hearing their conversation was likely the very thing that made her upset - so next time, maybe pick some different words).
The "offense" of eavesdropping essentially requires that the offending party is doing it in stealth. By making your presence known, you absolve yourself of any possible intent. If the other parties are making small talk about the weather and they don't care about people overhearing, then no harm done. If they're having a private conversation, well - you've made it clear that they've chosen a bad location, and the onus is clearly on them at that point to either continue, knowing that you're there, or wait until they're in a private location. Sometimes, just making your presence known in a situation like this can be a graceful solution, since you put the ball in their court and give them the opportunity to fix the situation they've caused by talking about private things in a public spot.
Of course, if you know they're talking about private things, and you just stand there anyways, you're putting yourself in a position to be causing a problem (even if it's "their fault" that they are talking about private things in public).
But, the moral of the story is: even if you are totally innocent to the conversation, and have no intention of eavesdropping, you can still actively take steps to diffuse the situation.