Next day--for I slept very well after I had succeeded in getting to sleep, and what I had heard did not by any means haunt my dreams--next day I managed to elude all the pleasant occupations of the house, and, as soon as I could get free from observation, I took my way to the Lady’s Walk. I had said that I had letters to write--a well-worn phrase, which of course means exactly what one pleases. I walked up and down the Lady’s Walk, and could neither hear nor see anything. On this side of the shrubbery there was no possibility of any concealed path; on the other side the bank went sloping to the water’s edge. The avenue ran along from the corner of the loch half-way round the green plateau on which the house was planted, and at the upper end came out upon the elevated ground behind the house; but no road crossed it, nor was there the slightest appearance of any mode by which a steady sound not its own could be communicated here. I examined it all with the utmost care, looking behind the bole of every tree, as if the secret might be there, and my heart gave a leap when I perceived what seemed to me one narrow track worn along the ground. Fancy plays us curious pranks even when she is most on her guard. It was a strange idea that I, who had come here with the purpose of finding a way of explaining the curious phenomena upon which so long and lasting a superstition had been built, should be so quickly infected by it. I saw the little track, quite narrow but very distinct, and though of course I did not believe in the Lady of Ellermore, yet within myself I jumped at the certainty that this was her track. It gave me a curious sensation. The certainty lay underneath the scepticism, as if they were two things which had no connection with each other. Had anyone seen me it must have been supposed that I was looking for something among the bushes, so closely did I scrutinise every foot of the soil and every tree.
It exercised a fascination upon me which I could not resist. The Psychical Society did not exist in those days, so far as I know, but there are many minds outside that inquisitive body to whom the authentication of a ghost story, or, to speak more practically, the clearing up of a superstition, is very attractive. I managed to elude the family arrangements once more at the same hour at which Miss Campbell and I had visited the Lady’s Walk on the previous evening. It was a lovely evening, soft and warm, the western sky all ablaze with colour, the great branches of the beeches thrown out in dark maturity of greenness upon the flush of orange and crimson, melting into celestial rosy red as it rose higher, and flinging itself in frothy heaps across the serene blue above. The same wonderful colours glowed in reflection out of the loch. The air was of magical clearness, and earth and sky seemed stilled with an almost awe of their own loveliness, happiness, and peace.