Based on Framton's reaction to Vera's story, the culture at this time must be very superstitious. First of all, if a teenaged girl knows exactly how to spook a stranger, then she has learned from her childhood environment that ghost stories, beliefs about life after death, or outward expressions of superstitious beliefs (the open window) are common. Next, she understands that a person bringing in letters of introduction to an unacquainted household most likely doesn't know the area or the people very well, and she can set him up for the story more easily. In fact, she specifically asks if Framton knows anyone in the area just to make sure he can't call her bluff.
Framton himself represents the culture by being superstitious enough to believe the girl's supernatural tale. Rather than question the reliability of Vera's tale, Framton feels pity for the aunt as she discusses how her husband and brothers are out hunting as in the following line: "To Framton, it was all purely horrible. He made a desperate but only partially successful effort to turn the talk onto a less ghastly topic." This also proves that Framton believes the supernatural tale because he wants to change the subject so no one will feel as uncomfortable as he does.
Another indication of the culture is that Framton is polite and believes what he hears. It would be considered rude to doubt Vera's story, or to voice those doubts publicly. Society dictates that practical jokes and rudeness are quite impolite. Thus, Framton would not expect anyone in an aristocratic home to mess with his mind in that way; and he would never be so rude as to doubt a person's story. As a result, when the men actually do come back from hunting, Mr. Nuttel is primed and ready for the scare of his life.