There are a number of slight hints that Bob is a disreputable character. For instance, there is his appearance.
The man in the doorway struck a match and lit his cigar. The light showed a pale, square-jawed face with keen eyes, and a little white scar near his right eyebrow. His scarf pin was a large diamond, oddly set.
The keen eyes, the little white scar near his right eyebrow, and the flashy scarf pin with a large diamond suggest an underworld type, although they are only suggestions. Later the scar and the diamond scarf pin will have a further significance.
Some of Bob's dialogue is suggestive of a shady lifestyle. For instance:
You see, the West is a pretty big proposition, and I kept hustling around over it pretty lively.
Of course, Bob can't tell a cop what he has been doing out West, but his words suggest that he has been moving from place to place for some ulterior purpose. He sounds like a man who went to a place where he wasn't known, because he wasn't known, and then had to leave in a hurry because he was known. This is what happens to men who pursue a life of crime. They are always on the lam. That was how Jimmy Valentine lived and operated in O. Henry's "A Retrieved Reformation" before he fell in love with a small-town girl in Elmore, Arkansas.
The waiting man pulled out a handsome watch, the lids of it set with small diamonds.
This is an impressive watch--but how did he get the money to pay for it? The fact that Bob says nothing about how he became so successful is in itself a hint that it was something he can't talk about, especially to a cop.
From these and other hints, the reader will have formed the impression that this fast-talking, rather tough-looking, evidently successful man is some kind of a crook, most likely a con man who needed to look prosperous in order to seduce his victims. When he lights his cigar, the cop sees the face of a man who is wanted for questioning by the Chicago police. Jimmy's note reads:
When you struck the match to light your cigar I saw it was the face of the man wanted in Chicago.
In those days there was no way of sending a photograph or even a sketch by wire. The telegram referred to by the arresting plainclothesman would have given a verbal description of 'Silky' Bob and included two details as identification features: the white scar near the right eyebrow and a thorough description of the one-of-a-kind oddly set diamond scarf pin. The scarf pin might have been something like one big diamond surrounded by rubies or something equally unusual and equally ostentatious. The telegram might have also mentioned that 'Silky' Bob carries a handsome watch with the lids set with small diamonds.