Framton Nuttel had letters of introduction from his sister. Presumably he had already sent one to Mrs. Sappleton and had received an invitation to tea. But the "very self-possessed young lady" named Vera would probably not have known the contents of the letter, which might have contained the answers to her questions. The questions Vera asks before her aunt makes an appearance are these:
"Do you know many of the people round here?"
"Then you know practically nothing about my aunt?"
"You may wonder why we keep that window wide open on an October afternoon."
Vera is being forced to play hostess. Perhaps her aunt sent her down ahead of her in order to give the girl a little experience, preparing her for the time when she will be married and will have to play the role in earnest.
Vera's first question, "Do you know many of the people round here?", may be nothing more than an attempt to make small talk with a visitor who has not said or asked anything of her.
"Hardly a soul," said Framton. "My sister was staying here, at the rectory, you know, some four years ago, and she gave me letters of introduction to some people here."
This answer may inspire Vera to make up a story. It appears unlikely that Framton knows anything about this family, or that his sister would have known about anything that had occurred in the region more recently than four years before. So Vera asks, "Then you know practically nothing about my aunt?" She wants to make certain that Framton is completely ignorant. And he assures her that he knows "Only her name and address."
Then Vera introduces her ghost story:
"Her great tragedy happened just three years ago," said the child; "that would be since your sister's time."
When Vera says, "You may wonder why we keep that window wide open on an October afternoon," it is a leading question. It prompts Framton to ask a question of his own.
"It is quite warm for the time of the year," said Framton; "but has that window got anything to do with the tragedy?"
Then Vera tells the whole story in one paragraph. She must have invented the story and perfected it in her own mind long before she told it to Framton. It is too perfect to have been made up spontaneously in the few minutes she had before her aunt appeared. She knows that the three hunters will be coming home soon for tea. She also knows that her aunt will be keeping an eye on the open French window while awaiting their arrival. These are things that happen practically every day at the same time.
No doubt Vera is bored with life in this country manor, where there is nothing for a girl like her to do, since she doesn't go out shooting birds and probably spends most of her time reading books and indulging in fantases about supernatural occurrences and adventures in strange lands. She invents her story to try to bring a little excitement into the household. It is more like a theatrical production than a mere story, and she is the star herself. She has to write, direct, and act an important role. She is described as "self-possessed" up until the time that the three hunters appear "in the deepening twilight" carrying guns under their arms. Then:
The child was staring out through the open window with dazed horror in her eyes.
This is what prompts Framton to go flying out of the house and down the road in a panic.