Why was Dr. Watson shocked in the opium den when someone whispered to him?

Dr. Watson was shocked because the man who whispered to him was Holmes.

As I passed the tall man who sat by the brazier I felt a sudden pluck at my skirt, and a low voice whispered, “Walk past me, and then look back at me.” The words fell quite distinctly upon my ear. I glanced down. They could only have come from the old man at my side, and yet he sat now as absorbed as ever, very thin, very wrinkled, bent with age, an opium pipe dangling down from between his knees, as though it had dropped in sheer lassitude from his fingers. I took two steps forward and looked back. It took all my self-control to prevent me from breaking out into a cry of astonishment. He had turned his back so that none could see him but I. His form had filled out, his wrinkles were gone, the dull eyes had regained their fire, and there, sitting by the fire and grinning at my surprise, was none other than Sherlock Holmes. He made a slight motion to me to approach him, and instantly, as he turned his face half round to the company once more, subsided into a doddering, loose-lipped senility.

“Holmes!” I whispered, “what on earth are you doing in this den?”