I've never heard it as a set expression, but Wikipedia says that in some version of the deck printed in Valencia, the card has this motto: "Ai va" (In Spanish, "Ahí va".)
The phrase would be used express some admiration for a hero or an important character passing by.
So, in this context, Bécquer is just quoting the motto, to introduce the story, as if nothing could stop it from being told, or as it is as miraculous a story, that has to be admired.
In current language, we often introduce stories with "ahí va" with no special meaning. We just start the narration and letting people listen and enjoy it ...or not.
