What to Do? is a magazine story.
The Fat Controller asks James to tell Gordon to meet him at Knapford at 2 o'clock in the afternoon. James later meets Thomas who tells him to tell Gordon that the sky is blue. The message gets passed on from Thomas to Harold, and then Harold to Duck, who tells Gordon what to do. That evening, the Fat Controller is disappointed that his message got mixed up.
- The fourth illustration shows Henry, though the text mistakenly mentions Gordon.