Vera's main characteristic is that she is bored. The fact that she is obviously very intelligent as well as imaginative only adds to her boredom. She is confined to a household in which the same exact things happen every day. The three males go out hunting and are expected back at tea time. They are always accompanied by the spaniel. They always enter by the tall window which is left open for them. She knows that Bertie always sings the same song--"I said, Bertie, why do you bound?"-- as a way of announcing their arrival. Her aunt has become so accustomed to the monotonous routine in this stereotypical English country setting that she always talks about the same subjects, based on information derived from the three men, who provide just about the only conversation she ever hears.
She rattled on cheerfully about the shooting and the scarcity of birds, and the prospects for duck in the winter.
Vera's boredom inspires her to create some excitement by making up a story which will be substantiated by the repetition of all the boring events of daily life she is so familiar with. Her aunt and the three hunters are like living symbols of the girl's utter boredom. They are completely dependable in their routine existences. She knows exactly what they will all do and say. It is no wonder that "romance at short notice was her specialty," since her only escape from boredom is in her imagination.
Characters in fiction are not real people. They are given the characteristics needed for the parts they must play. Saki wanted to write a story about a man who is terrified because he thinks he is seeing ghosts coming towards an open window. He could have chosen anyone to prepare him for the terrifying experience. It might have been an old family servant or some eccentric relative, male or female. He decided that a teenage girl would be most suitable, but she couldn't be too young because she wouldn't be able to bring off her complex story believably. She couldn't be too old either, or she wouldn't be playing girlish pranks on visitors. Vera needed to be around fifteen, not too young and not too old. And she had to be "self-possessed," that is rather mature for her age. She has to be old enough to have done plenty of reading, including books about India. She lived in an age when girls like her had little freedom. She is bored and likes excitement, even if she has to create it herself. She is intelligent and imaginative, also rather secretive (which may be implied by the term "self-possessed" used twice in the story. That is all we need to know about Vera. She has to be pretty young not to realize that she might have caused Framton Nuttel to have a heart attack. She seems spoiled. She probably wouldn't care too much if her aunt found out what she had done. In fact, her aunt and her male relatives might have found it amusing.