(a) Mary had received an anonymous letter asking her to be outside the Lyceum Theatre on a particular night at seven o’clock. The letter said that it would be to Mary’s advantage if she came. The letter also mentioned that she could bring two friends with her. However, she did not have any friends who could accompany her, and so she asked Holmes and Watson if they could do so. They agreed. Hence, Holmes, Dr. Watson and Mary decide to visit Lyceum Theatre. This was the first step to solving the case.

(b) Major Sholto, Mary’s father’s friend, had cheated Mary’s father of his share in the Agra treasure. When he died, Major Sholto informed his son Thaddeus of this. Though Thaddeus did not have the treasure, he tried to rectify the matter to a certain extent by sending Mary a rare and expensive pearl every year, on the same day as he sent the first one.

(c) Mary had found a curious paper in her father’s desk which no one could understand. Holmes deduced from the colour of the paper that it was an important document. He felt it was related in some way to the mystery on hand. Hence, he examined it carefully to get some clues which would help to solve the mystery.