Theory:

     Under the circumstances this was a very unfortunate remark for the little bird to make.
 
     September felt her heart go thump against her chest, and she made up her mind to take no more risks. She put up her hand and took hold of the bird. The bird suspected nothing and he was so surprised when she carried him over to the cage, popped him in, and shut the door on him that for a moment he could think of nothing to say. But in a moment or two he hopped up to the ivory perch and said, “What is the joke?”
Explanation:
 
Because of the bird's late arrival, the Princess was already nervous. Furthermore, the bird's excuse for his delay did not make matters any better. The bird's frank confession increased September's confusion.
 
September's anxiety knew no boundaries. She was determined not to take any more chances. She suddenly raised her hand and got hold of the bird.
 
The bird raised no objection because he didn't anticipate anything. But, on the other hand, the bird was taken aback by what happened next. September approached the cage, held him inside, and locked the door. The bird was suddenly at a loss for words.
 
Despite the unexpected shock, the bird reacted quickly. He was curious whether she had just played a prank on him.
 
Meanings of difficult words from the paragraphs:
 
S.No
Words
Meanings
1
Heart go thump against her chestHeart beating fast due to stress
Reference:
National Council of Educational Research and Training (2008). It so happened. Princess September - Somerset Maugham (pp. 34 - 44). Published at the Publication Division by the Secretary, National Council of Educational Research and Training, Sri Aurobindo Marg, New Delhi.