Darzee and his wife are afraid, because the cobras are on the hunt.
Darzee and his wife are the tailor-birds who help Rikki in his fight against the cobras. They are in danger because the cobras prey on them and their babies. They are first mourning because one of their babies was eaten by Nag.
"We are very miserable," said Darzee. "One of our babies fell out of the nest yesterday, and Nag ate him."
When Rikki first meets them, they are sitting on the edge of their nest while it sways to and fro, crying because of this. When Rikki asks who Nag is, he does not get an answer. Instead, Darzee and his wife only cower down in the nest.
[For] from the thick grass at the foot of the bush there came a low hiss --- a horrid cold sound that made Rikki-tikki jump back two clear feet. Then inch by inch out of the grass rose up the head and spread hood of Nag …
Nag is the cobra who has been causing trouble in the garden before Rikki gets there. As a mongoose, Rikki is a snake hunter, and he frightens Nag, although Nag does not admit it. He tries to district Rikki so that his wife, Nagaina, can attack.
"Let us talk," he said. "You eat eggs. Why should not I eat birds?"
It doesn’t work, and Rikki fights her. From here, the battle is on against the cobras. Rikki kills a little snake first, Karait, and then Nag. He kills all of Nag and Nagaina’s eggs in order to distract Nagaina when she threatens Teddy.
Rikki has to go into Nagaina’s hole in order to kill her, and he does so. It is a very dangerous thing to do, but it works. He wins, and is victorious, and there are no more snakes in the garden. Darzee makes up a special song to honor him, and sings it for the garden.
On its most basic level, this is a tale of a mongoose versus a snake. However, it is also a tale of outsiders encroaching on the land of others, like the British who colonized the Indians. The story’s location was not a coincidence. The colonists do not live easily with the people they colonize. People do not live easily with animals either. Nag's question might have been a distraction, but it is an excellent question. Who really is the aggressor here?