What strange and unusual experiences did Sir Henry Baskerville want Holmes to unravel for him in The Hound of Baskervilles?

At the beginning of The Hound of the Baskervilles, Sherlock Holmes receives a visit from Dr. Mortimer, a friend of the late Sir Charles Baskerville. He introduces Holmes to the strange circumstances surrounding the death of Sir Charles. When Henry Baskerville, Sir Charles's heir, arrives from Canada, Dr. Mortimer takes him to meet Holmes. Sir Henry immediately states that if Dr. Mortimer hadn't suggested involving Holmes, Sir Henry would have sought him out himself.
However, the "puzzlement" that Sir Henry wants Holmes's help with is a strange note he received on his first morning in London. It was addressed to him at his hotel and was constructed from words cut out from the newspaper, except for the final word. It read: "As you value your life or your reason keep away from the moor." Sir Henry is disconcerted that some unknown person should take such an interest in his personal affairs. As far as he knows, no one could have known he would be staying at the Northumberland Hotel, so someone has taken pains to track his whereabouts. He also lets Holmes know about the strange disappearance of one boot of a pair of new boots.
Only after Sir Henry has presented the conundrums of the note and the boot does Dr. Mortimer fill him in on the other mystery that Dr. Mortimer had already discussed with Holmes. Sir Henry surmises that the mysteries are related. Before he officially engages Holmes to work on all three mysteries, he wants to think about it. He meets Holmes and Watson for lunch, where he explains that another single boot of a different pair has gone missing. As they discuss the events, Holmes declares it to be a serious case, and Sir Henry invites Holmes to come to Baskerville Hall with him. Holmes delegates that task to Watson, whom he tells to keep him informed of everything that happens there.