Mrs. Garland hesitated to leave the children alone, knowing well how easily her daughter Sue could lose herself in a storybook. Her fears were quite justified, it seems. While Sue frets over the fictional woes of Lady Marion, her four-year-old brother decides to set off on a winter journey of his own. The silence in the kitchen is broken only when Sue realizes the little blue coat is missing. Panic sends her running toward the valley, where a tiny figure is already stepping onto the high railroad trestle just as the train whistle begins to scream.