Unbeknownst to the hapless Theodoric, the sleeping lady in his train compartment is blind. So when he tries to get rid of a mouse hiding in his clothes by taking them off, he's keen to make sure that the lady doesn't wake up and see him in a state of undress.
If that were to happen, poor Theodoric would die of embarrassment. As for the lady, she might well run off as fast as her legs could carry her and inform one of the train inspectors.
Despite Theodoric's best efforts to get rid of the mouse without disturbing his traveling companion, the lady wakes up and flashes him a silent stare. Theodoric wants to know what, if anything, she might have seen.
The answer is, of course, “nothing,” because she's blind, but Theodoric doesn't know this yet, and so he desperately tries to figure out how to make his embarrassing situation somewhat less so.
Theodoric comes up with the novel, if ludicrous, explanation that he's sitting there covered up by a rug because he has a chill he's developed from a touch of malaria.
One can certainly admire Theodoric's quick thinking, but it's all for nothing. In due course, he will discover just why the lady gave him a silent stare on waking up.