The story does not tell the reader exactly what Patrick tells Mary, so the reader isn't 100% sure of what the news is; however, the news is most likely that Patrick is leaving Mary. In other words, Patrick wants a divorce.
"But I've thought about it a good deal and I've decided that the only thing to do is to tell you immediately." And he told her. It didn't take long, four or five minutes at most, and she sat still through it all, watching him with puzzled horror.
"So there it is," he added. "And I know it's a tough time to be telling you this, but there simply wasn't any other way. Of course, I'll give you money and see that you're taken care of. But there really shouldn't be any problem.
As you can see, the story never expressly says divorce, but that's the most likely news from Patrick.
Mary is stunned at the news. She is so completely blindsided by the news that Mary essentially begins operating on automatic. It's like she is a robot. She decides to make dinner. She walks around the house without really realizing it. She grabs food without thinking.
When she walked across the room, she couldn't feel her feet touching the floor. She couldn't feel anything except a slight sickness. She did everything without thinking. She went downstairs to the freezer and took hold of the first object she found.
Mary continues to operate on automatic until she hits Patrick over the head with the leg of lamb. At that point, the narrator tells the reader that Mary finally came out of her shock.
The violence of the crash, the noise, the small table overturning, helped to bring her out of the shock.