Sir Henry is very stalwart and attempts to keep a level head throughout the situation. He brushes off the initial matter of the threat by claiming it is just as likely a joke as anything else. However, he does still go to visit Holmes and ask his advice.
Upon discussing the matter with Holmes, it is clear that he is more shaken than he chooses to let on, because the letter makes detailed notes of his whereabouts and affairs—more so than a casual observer would have any business knowing. Being rather stubborn, however, he does not immediately heed Sherlock's advice to stay away from his family home but chooses to think it over and make the decision himself. He refuses to feel intimidated by the letter and wishes to go about his duties as normal, in spite of his worry over the matter.
Sir Henry Baskerville responds to the letter he receives his first day in London by immediately visiting Sherlock Holmes with Dr. Mortimer. However, Sir Henry also tries to make light of the letter, saying...
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