…the well-known Surrey family of the Roylotts of Stoke Moran.
The county of Surrey is located south and southwest of London. The town of Leatherhead, mentioned later by Miss Stoner, is a bit more than 20 miles from Baker Street. There is no town called Stoke Moran, but there is a Stoke D'Abernon a few miles from Leatherhead.

It is perhaps as well that the facts should now come to light, for I have reasons to know that there are widespread rumours as to the death of Dr. Grimesby Roylott which tend to make the matter even more terrible than the truth.
Not only did Conan Doyle possess a great talent for creating intriguing plots, he knew how to tempt the reader into the story with hints of the horrors to come.

"Very sorry to knock you up, Watson," said he, "but it's the common lot this morning. Mrs. Hudson has been knocked up, she retorted upon me, and I on you."
Holmes means that Mrs. Hudson woke him up, and now he is waking Watson.

John Alan Maxwell illustrated the 1930 reprint of "The Speckled Band" in the American magazine The Golden Book.

I had no keener pleasure than in following Holmes in his professional investigations, and in admiring the rapid deductions, as swift as intuitions, and yet always founded on a logical basis, with which he unravelled the problems which were submitted to him.
Conan Doyle has Watson insert a bit of background for those intermittent readers of The Strand Magazine who might not have read a Holmes story before.

"I am glad to see that Mrs. Hudson has had the good sense to light the fire. Pray draw up to it, and I shall order you a cup of hot coffee, for I observe that you are shivering."
True to his character, Holmes observes the young woman's shivering, but fails to divine its emotional cause.

"…a good drive in a dog-cart…."
A dog-cart is a generic term for a rustic, one-horse cart meant to convey one or two people.

"…and came in by the first train to Waterloo."
Waterloo Station serves the south and southwest rail corridor from London. Miss Stoner must have taken a cab across the Thames for about four miles to reach Baker Street from Waterloo."