One of the first things that the reader learns about Mr. Nuttel is that he has gone into his rural retreat with the assumption that reaching out to people in the area and getting to know them will do him little good.
Privately he doubted more than ever whether these formal visits on a succession of total strangers would do much towards helping the nerve cure which he was supposed to be undergoing.
This early expression of doubt on Mr. Nuttel's part foreshadows the degree to which this visit will indeed have an adverse effect on the nerve cure he hopes to be undergoing. One of the central ironies of "The Open Window" is that he has left the city to heal his nerves but that his experience at the Sappletons' leaves him in a far worse condition than he had been in before; it seems as though he ends up needing a rural retreat from the rural retreat.
After the flashback to his sister's guidance, in which she says that "Some of [the people she knows there] were quite nice," he wonders "whether Mrs Sappleton...came into the nice division." This rhetorical question again foreshadows that he will have a bad experience with the people in the house he finds himself in. Mrs. Sappleton herself appears to be nice enough, though perhaps naive, but he does not have much of a chance to get to know her because Vera thwarts him. During his visit at the Sappletons', he spends most of his time with Vera, who is a fun character, but certainly does not come into the nice division. Mr. Nuttel's premonitions and questions early in the story, presented in his indirect interior monologue, come together to hint that Mr. Nuttel will have an unpleasant experience at the Sappletons'.
Because "The Open Window" takes its name from an element of the story's immediate setting, Saki sets the reader up to expect something from the open window before the story has even begun. Rather than serving as a piece of visual imagery in the background of the story, the open window instigates several of the story's main events. Both Saki's story and Vera's story spring from the open window; it becomes clear that something significant will have to happen in relation to this element of the setting.
'You may wonder why we keep that window wide open on an October afternoon,' said the niece, indicating a large French window that opened on to a lawn.
From the opening lines of the story until this point, the reader has been left waiting to find out what the significance of the title is. Vera goes on to tell Mr. Nuttel and the reader that her aunt "always thinks that they will come back some day [...] and walk in at that window." And at the end of her story, Vera says that she "almost [gets] a creepy feeling that they will all walk in through that window." These lines, along with the window that has now been draped in tragedy, foreshadow that the men will in fact walk through it soon.
However, this foreshadowing is lost on Mr. Nuttel and the reader because Vera has tricked them. If Vera's story is true and the men will eventually walk through the window, they will be walking through it as ghosts or zombies, risen from the dead. Thus, this instance of foreshadowing not only hints at the imminent return of the men but also the eventual revelation that Vera's story was false all along.
In the initial conversation between Vera and Mr. Nuttel, she gathers that he knows very little about her aunt and family. In the four years since Mr. Nuttel's sister stayed at the nearby rectory, Vera finds a large amount of space to fill with her creative freedom. Mr. Nuttel is too gullible and nervous to consider whether the self-possessed teenage girl in front of him is trustworthy. Nonetheless, he experiences a moment of perceptiveness just before Vera begins to recount her tall tale, when he looks around the room and gets an inkling that men live there.
He was wondering whether Mrs Sappleton was in the married or widowed state. An undefinable something about the room seemed to suggest masculine habitation.
Besides offering some of the only description of the story's physical setting, the second sentence foreshadows the big reveal that there are men living in the house. Instead of trusting this gut instinct, however, Mr. Nuttel latches onto Vera's story and decides he was mistaken. He accepts her claim that there once were men living there who have been dead for three years. His impression of masculine habitation instead contributes to the pitiful impression he and the reader have of Mrs Sappleton—she has turned the house into a sort of shrine to the men, leaving it untouched since the tragedy.
In the end, it is revealed that men do in fact live in the house. Nuttel's impression of masculine habitation, one of the few instances in which he exhibits awareness, served as a precursory hint that Vera's story is false.