The appearance of the letter is unexpected as the house has been deserted for a while and Mrs Drover knows of no-one who could have left the letter there, not even the caretaker, as he is meant to be on holiday. 

The appearance of the letter is all the more odd as it is lying on an otherwise dusty table, as if someone has deliberately left it there; it hasn't just fallen through the letterbox. Mrs Drover is baffled, but she tries not to give in to fearful speculation: 'On the supernatural side of the letter's entrance she was not permitting her mind to dwell'.

However, she becomes increasingly disquieted after reading the letter, as it purports to be from her long-lost lover whom she remembers as a rather sinister character. He writes of a a pledge to meet again to remember their anniversary, on that very day. This is all part of the ominous build-up to the climax of the story when Mrs Drover is driven off by a strange menacing figure in a car which she first innocently assumes to be her taxi.

It is never quite revealed whether the man who comes to claim Mrs Drover is alive or returned from the dead, and the story ends on this grimly intriguing note. However, the earlier inexplicable appearance of the letter, coupled with the fact that her lover was presumed dead in the First World War, inclines the story towards the supernatural. 

Why is the letter's appearance in Mrs. Drover's house unexpected?

Mrs. Drover and her family locked up their home in London and moved to the countryside to escape the bombings. The only person outside their family to hold a key to their London house was a man who they hired to be the caretaker while they were gone. The windows were boarded up and the doors were securely locked.

On an August day, Mrs. Drover went to London for the day and stopped by the house to pick up a few items. She was going to bring those items back to the country. She unlocked the door with her key and "stared at the hall table—on this lay a letter addressed to her." She found this strange because "the post office [had] redirected, to the address in the country, everything for her that came through the post." She wondered how the letter had wound up on the table. Surely the caretaker would have forwarded it to the country if someone had "dropped a letter in at the box" on the outside of the house.