Piano Forum

One way to go about this question is to become very familiar with Medtner's piano works, which very often do bear titles.  Medtner was one of Rachmaninoff's favorite composers.  They are contemporaries.

Another is to study Russian opera and ballet, which are very clear in their narrative content.

A third way is to become familiar with Russian painting before Kandinsky (Repin comes to mind) and with other painters known to have interested Rachmaninoff (like Boecklin, the painter of The Island of the Dead).

A little bit of research will lead you to Respighi and some very interesting traditions among Russian pianists, for example linking Op. 39 No. 6 to the Story of Little Red Ridding Hood and the Wolf.

If after all that you are still in the mood, I wholeheartedly recommend reading some Pushkin, then some Tolstoy, and (here is the kicker) then try to figure out why Rachmaninoff was much more inspired by the former even if at a rational level he recognized the importance of the latter.

But, then, if you did all that, maybe you would be less curious about the narrative inspiration of the Etudes, and would approach them more the way Rachmaninoff wanted you to.