What's unusual about the plot is its dramatic twist right at the end. This is a clear example of what's called situational irony, where the reader's expectations of what is to happen are turned upside down and the exact opposite of what we'd expected happens.
Framton Nuttel has been dispatched to the country by his doctor for a rest cure to help mend his fraying nerves. His well-meaning sister has given him a list of local families whom he can visit. The expectation is that these people will be decent, respectable, and perhaps more than a little dull. They're certainly not the kind of people one would expect to damage Framton's already fraught nervous system.
However, much to our surprise—and Framton's horror—this turns out not to be the case. For at the Sappleton residence, which is the very epitome of bourgeois respectability, Framton ends up being scared out of his wits by a shaggy-dog story concocted by Vera, the unprepossessing young lady of the house.
On the face of it, there doesn't appear to be any real danger of Framton's enduring the fright of his life in such a rarefied environment. But after Vera's spun him her elaborate ghost story and Framton sees what he thinks are the spirits of dead hunters coming towards the open window, the poor young man ends up running from the house, his nerves now utterly shot to pieces.