The Thirty Nine Steps by John Buchan ( Richard Hannay Series Book One)

Richard Hannay, the protagonist and narrator, an expatriate Scot, returns from a long stay in Southern Africa to his new home, a flat in London. One night he is buttonholed by a stranger, a well-travelled American, who claims to be in fear for his life. The man appears to know of an anarchist plot to destabilise Europe, beginning with a plan to assassinate the Greek Premier, Karolides, during his forthcoming visit to London. He reveals his name to be Franklin P. Scudder. Hannay lets Scudder hide in his flat, and returns later the next day to find that another man has been found shot dead in the same building, apparently a suicide. Four days later Hannay returns home to find Scudder dead with a knife through his heart.

Hannay fears that the murderers will come for him next, but cannot ask the police for help because he is the most likely suspect for the murders. Not only does he want to avoid imprisonment, but he also feels a duty to take up Scudder's cause and save Karolides from the assassination, planned in three weeks' time. He decides to go into hiding in Scotland and then to contact the authorities at the last minute. In order to escape from his flat unseen, he bribes the milkman to lend him his uniform and exits wearing it. Carrying Scudder's pocket-book, he catches the next express train leaving from London St.Pancras station; its destination happens to be Dumfries in Scotland, and Hannay, remembering for some reason the nearby town of Newton-Stewart, names this as his destination when he buys his ticket from the guard.