Watson heads off to see what he kind find out about the Hound of the Baskervilles, while Holmes supposedly remains behind in London on an important case. In Watson’s letter in chapter 8, there is a reference to the escaped convict and the local naturalist Stapleton. However, the surprising event centers around the servant Barrymore.
Watson wakes in the night to find Barrymore, one of the few servants in the house, wandering around with a candle. This makes Watson suspicious.
Barrymore was crouching at the window with the candle held against the glass. His profile was half turned towards me, and his face seemed to be rigid with expectation as he stared out into the blackness of the moor. For some minutes he stood watching intently. (enotes pdf p. 15)
Watson wants to know why Barrymore stood at the window with a candle, and who he was watching for. It is clearly some kind of signal, and very suspicious behavior in light of recent events. This is the first real surprise and unexpected turn of events.