The first thing that upset the Whites was the loss of their son. When Mr. White made the first wish, he never believed that it would be the cost of losing his only son. Mrs. White was so distraught that after a couple weeks, she wanted Mr. White to use his second wish to bring Herbert back from the dead. The condition of Mrs. White's mentality at this point is deteriorating. "Upset" is putting it mildly. She demands that he make the second wish to bring back her son.
"Even his wife's face seemed changed as he entered the room. It was white and expectant, and to his fears seemed to have an unnatural look upon it. He was afraid of her. 'Wish!' she cried in a strong voice."
He follows her orders to make the second wish, and after a while, they head to bed. The next upsetting moment for them was the beginning of knocking on their front door. It started as one quiet almost inaudible knock. Then in became louder and more consistent. Mrs. White thinks that Herbert has come back to them, but Mr. White knows that whatever is pounding on their door is no longer the Herbert they knew and loved. The last upsetting moment for Mrs. White was when Mr. White made his final wish. "The knocking ceased suddenly," and Mrs. White cried out in disappointment.
Since you say "rather upset" ('rather' meaning 'somewhat'), you must be referring to an event or circumstance before Herbert's death.
Mr White was first put off at having lost another game of chess to his son. He makes a remark about the stormy weather as if to turn his family's attention elsewhere.
When their guest for the night finally arrives, the Whites were intrigued by his stories at first but then destabalized by his wild tale of the paw and by the idea of the charm bringing evil instead of good. Herbert tried to laugh it off by playing a role of minor scales on the piano and jokes about "ill-gotten gain." (At this point he didn't know how right he was.) When the paw jerks of its own accord, this is another sign of the supernatural and an omen of what is to come. So is the simian-like face appearing in the flickering flames of the chimney fire.
The Whites had several signs that something was definitely amiss. They should have trusted their instinct or 'gut feeling' and backed off from accepting the paw, but they didn't. Poor Herbert ended up paying for this with his life.