Framton is trying to take a rest cure in the country. He is suffering from a variety of ailments which his doctors attribute to his nerves. He tells Mrs. Sappleton:
"The doctors agree in ordering me complete rest, an absence of mental excitement, and avoidance of anything in the nature of violent physical exercise."
It seems obvious that his ailments are psychosomatic and that he is a hypochondriac who will be going from doctor to doctor for the rest of his life.
Vera has prepared him to think that her aunt is insane because of a "tragedy" that occurred exactly three years ago. She picks that time because Framton's sister was visiting in the area four years ago, and Vera wants to be sure his sister would not have been able to hear about this purely fictitious occurrence. She tells Framton:
"Out through that window, three years ago to a day, her husband and her two young brothers went off for their day's shooting. They never came back. In crossing the moor to their favourite snipe-shooting ground they were all three engulfed in a treacherous piece of bog....Poor aunt always thinks that they will come back some day, they and the little brown spaniel that was lost with them, and walk in at that window just as they used to do."
Framton is horrified when Mrs. Sappleton finally comes down and talks about her husband and brothers and "rattled on cheerfully about the shooting and the scarcity of birds, and the prospects for duck in the winter." He tries to change the subject--but he can think of nothing to talk about except his bad health.
The story is especially amusing because of the basic irony involved in the fact that Framton Nuttel has tried to escape from the stress of living in the big, noisy, congested city and runs into a situation in the peaceful British countryside which is much more harrowing than anything he might have encountered in London. He is already unnerved by having to make polite conversation with a hostess he believes to be insane, and then he sees three men approaching the open window with their spaniel and fully believes they must be ghosts. The fact that the "ghosts" are all carrying guns makes them even more terrifying.
Saki titled the story "The Open Window" and focuses attention on the tall French window because he wanted the climax to be a highly effective scene of three men approaching across the lawn in the deepening twilight carrying guns. This is all described in one paragraph of only three sentences which presents a stark contrast to the warm, well-lighted, tranquil living-room setting where everything else has taken place.
He's spending time in the country to try to cure his nerves. Vera, unfortunately, picks up on this little quirk of Framton's and takes advantage of his bad nerves by telling him a frightening story of people going on the hunting trip and not returning. She tells Framton that her aunt keeps the window open in hopes that the men will someday return from their trip, so - thinking the aunt has lost touch with reality - Framton tries to avoid talking about the whole hunting thing to her.