Professor Parker arrives at a guesthouse in Norfolk, where he is taking a short winter break. The Professor remains distant from his fellow guests, dining at a separate table and declining an invitation from the Colonel to join him for a round of golf, choosing instead to explore the district.

The Professor's walk takes him along the beach and onto a hill overlooking the sea, where he comes upon a bedraggled graveyard. Moving in for a closer look at the most distant of the graves, which stands at the cliff edge and has been partly worn away, he spies a small bone object. He pockets it and makes his way back. As he makes his way back along the beach, he sees a figure behind him, silhouetted against the falling sun.

That night in his room, the Professor remembers the object in his pocket. Sitting at his desk, he begins to inspect it. It is a small bone whistle. Cleaning away the mud that cakes it, he observes an inscription. A rubbing reveals the text in Latin, which he translates as "Who is this who is coming?" The Professor puts the whistle to his lips and blows. As if in answer, a wind rises, which continues until after he turns out his light for the night.

At breakfast the next morning, the Professor is questioned by the Colonel about his belief in ghosts. The Professor is sceptical, using his learning to challenge the question itself, and ends up rather pleased with his own wit. The two men leave the guesthouse together, but once again the Professor elects to go off alone, and spends an uneventful day hiking on the dunes.

That night, however, he is troubled by the words of the inscription. As he lies down to go to sleep, he imagines sounds of movement in the room. His sleep is disturbed by an alarming dream, in which he is pursued along the beach by some formless horror. Eventually he gives up his attempts to sleep and reads a book.

In the morning, the maid asks him which bed he wants his blankets put on. When he says to put them on his bed, she asks which bed is his, as both his and the second bed in the room appear to have been slept in. The Professor is at a loss to explain how both sets of bedclothes could have ended up rumpled.

He spends that day in the guesthouse, reading his books and, eventually, falling asleep by the fire in the lounge. That night, he is once again convinced he hears sounds in his room. Getting up from his bed, he is horrified to see the bedclothes in the second bed rising up. Summoned by the Professor's shriek, the Colonel enters the room, but the apparition has gone. As the Colonel rearranges the disordered bedding, the stunned and bedraggled Professor stares blankly into space and mutters to himself, repeatedly, "Oh no".