Happened to a wizard (of all people) that I was sneaking up on in my first GURPS game.
"Who's there?"
*pop pop*
"Hrrrmmm... must be my imagination"
*eyes dangling, turns around*
You aren't going to find anything though if you don't push, ask questions, and make perception checks though, I'll tell all of you that right now. I don't mean that in a mean way, I'm just saying you actually can't (as far as I know) ask me too many questions about the scenario, or your surroundings.