He would already know why the messenger was dispatched. Captain Viscen's detachment of knights at the fort is understaffed, and he wants more soldiers to help patrol the Nuun Highlands. With all the recent panic and the King's attention focused elsewhere, Viscen's men do not have the manpower to patrol the countryside after dark like usual. As a result, several incidents of farms and ranches being ransacked by [url=http://zeldawiki.org/File:MM_MilkRaiders(GormanBrothers).png]hooded bandits on horseback[/url] in the dead of night have been reported over the last month or so. So far the incidents haven't involved too much violence (mostly property theft) making the dead knight in this case seem far more alarming if the bandits are the ones responsible.

That's the extent of what Sigurd would likely already know, I think. He'd have to ask the Captain about the note to learn more.