Framton Nuttel is a neurotic. He has been advised by several London doctors to get away from the stressful city and relax in the peaceful English countryside. This was about all, besides an ocean voyage, that doctors in those days were able to advise patients with ailments that did not have obvious physical causes. Nowadays, of course, there would be some doctors who would prescribe all sorts of tranquilizers and other doctors who would prescribe expensive psychotherapy. Psychotherapy is often called "talk therapy," and Nuttel seems to be trying to get talk therapy from strangers without paying for it. When Nuttel goes to the country he finds that it is just as stressful as the big city, if not more so. In the country, people are more free to indulge their eccentricities. All the people Nuttel meets at the Sappletons' home seem crazy, including fifteen-year-old Vera, who makes up the wildest tales. So one thing Saki seems to be saying is that people in the country are just as crazy as people in the city, if not more so.
Another thing Saki seems to be trying to say in his story is that a person shouldn't inflict his ailments, imaginary or otherwise, on other people. There is nothing the Sappletons can do to help Nuttel. He is imposing on them. He seems to be aware that his presence is an imposition. He is using letters of introduction from his sister, who stayed in the area briefly four years ago, and is taking great liberties by writing these letters of introduction to virtual strangers who hardly remember her. The sister may think that country people lead such dull lives that they will be happy to have a visitor from the city. Nuttel gets the scare of his life when the three "ghosts" return towards the open window--but the reader can't help feeling that he is getting what he deserves.