Benefits of Sleep
The physical and mental exhaustion of the prior to getting the letter were already great, so the massive influx of information it presented was a huge burden on Nero. There were countless things he needed to go over, reflect and understand.
For example, his father had claimed that Footer and the chatty card crafting teacher were both members of the Whisper Guard. That revealed a lot of new information to him, because the persona that Whisper Guard had created was that everyone of its members had been publicly acknowledged as members of Whisper Guard. This prevented them from being interfered with by any other branch of the military or civil authority.
Of course, they never officially claimed to be declaring all their members but it was a common consensus among the public. Yet a simple statement from his father unveiled that it was all false. It was not too surprising, to be honest. But suspicion and confirmation were two different things.