What was the purpose of the niece's first question to Nuttel?
Vera only asks Framton Nuttel two questions before she begins to tell him her ghost story about the three men who went bird-hunting one day and were sucked into a bog. Her first question is intended to find out if Nuttel has spoken to anyone about her aunt or any other family member. Naturally he would have heard about her aunt's "terrible tragedy" had he spoken to anyone about her or her family.
"Do you know many of the people round here?" asked the niece, when she judged that they had had sufficient silent communion.
Vera's second question has a similar purpose.
"Then you know practically nothing about my aunt?" pursued the self-possessed young lady.
Nuttel's reply to Vera's first question assures the girl that he really is totally ignorant about this entire region.
"Hardly a soul," said Framton. "My sister was staying here, at the rectory, you know, some four years ago, and she gave me letters of introduction to some of the people here."
His reply to Vera's second question is equally reassuring. He has never met her aunt and has never heard anything about her.
"Only her name and address," admitted the caller.
The mischievous girl now feels free to go ahead and tell him a story she must have invented and rehearsed a long time ago and was only waiting for the right visitor to spring it on.
"Her great tragedy happened just three years ago," said the child; "that would be since your sister's time."
So Vera feel safe in telling Nuttel anything she wants. She dates the "tragedy" as having happened three years ago, since he has implied that his sister would know nothing about local events in the past four years. Vera is so familiar with the deadly dull routine in this establishment that she knows exactly what her giddy aunt is going to say and do when she puts in her appearance. Mrs. Sappleton is going to explain the open window and tell the caller that she is expecting the three men to arrive very soon for tea. This must be partly to explain why she doesn't offer him a cup of tea immediately. Vera will have Nuttel prepared to believe that Aunt Sappleton is suffering from serious mental illness because of her shock when the three bird hunters supposedly died in a horrible way. Nuttel interprets everything she says as delusional, and takes everything she says as validation of Vera's story.
Nuttel is already a nervous wreck, which is why he has been advised by his doctors to rest in the peaceful English countryside. He is sitting with his back to the open window and facing Vera's aunt. When she cries, "Here they are at last!" he doesn't look toward the window but towards Vera. The girl is putting on an act for his benefit.
Framton shivered slightly and turned towards the niece with a look intended to convey sympathetic comprehension. The child was staring out through the open window with a dazed horror in her eyes.
It is then that Nuttel turns to look out the window and sees three presumably dead men approaching in the gathering dusk, all carrying guns. This is enough to trigger a panic which causes him to grab his walking stick and go running down the road. If he ever finds out that this girl has made a fool of him with a practical joke, he may feel so embarrassed that he will simply withdraw from the region and never tell anybody about what happened to him.