Later that night Walter walks home from his mom's house.
A strange woman dressed all in white suddenly appears and asks Walter the way to London.
Walter is freaked out by her sudden appearance.
The woman acts really weird, too.
No one else is around, so Walter reluctantly escorts the weird lady the few miles to London.
The woman rambles on about stuff that makes little to no sense.
She makes some references to a mysterious baronet she's afraid of, and to Limmeridge. Weird coincidence. (Except not, because Collins went to the Dickens school of novel writing, where coincidences are actually the norm.)
Walter finally gets the lady to a carriage and she takes off.
A few minutes later, some guys rush up and waylay a cop.
They tell him a crazy lady dressed in white has just escaped from an asylum.