It's in chapter 4.
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At the death of Billy Bones, Jim immediately tells his mother everything about the strange men and the two quickly realize that they are in severe danger. Even though they are owed some money because of Billy Bones extended stay at their inn, the two decide to leave immediately in order to avoid encountering Black Dog, the blind man, or other despicable characters. Although the most prudent idea would be to get Dr. Livesey, Jim does not want to leave his mother alone and so abandons that thought. Instead, the two decide to seek help at the local village.