Dr. Lanyon witnesses Edward Hyde transform into Henry Jekyll, causing him to receive a terrible shock.  It is this shock that Jekyll and Hyde are one person that leads to Lanyon's death, probably from heart failure.  Utterson finds a letter from Lanyon that describes the event mentioned above, and that is the first time the reader is made aware that Jekyll is Hyde as well.  With the prior knowledge of the plot, 21st century readers have an advantage over their 19th century counterparts.  Most people know that the story involves a man who turns himself into a monster of sorts.  When it was first publshed, readers had no idea what was coming, so they shared in the horror of Dr. Lanyon's discovery.