What are the strange things that happened to Sir Henry after arriving to London?

In Chapter IV, Dr. Mortimer and Sir Henry arrive, with a brand new mystery. Someone has sent a letter to his hotel, constructed of printed words cut from somewhere and then pasted. It reads: "As you value your life or your reason keep away from the moor" (167). Only the word "moor" has been hand-written. The mystery is all the more disconcerting since nobody knew which hotel Sir Henry planned to stay at.

Holmes then asks Sir Henry if anything else of interest has happened to him. Though shocked at this turn of events, the man explains that one of his brand new boots is missing after he left them in the hotel hallway to be polished.