Big Mistake Day!
The note reads as follows:
I have taken her away from you, to my home, where she has always belonged. It was fate that you invited me into your bedroom. The first moment I looked into her eyes it was like we were reunited after a life apart. Vanessa is meant for me. You do not deserve her. Any man who would share her could never deserve her. If you follow us, if you try to take Vanessa from me, you will be killed.
Vanessa was way into bringing home anonymous partners to have sex with while you watched from the chair in the corner. In fact, you can't recall correctly now, but it might have been her idea. Regardless, this David James guy is acting like you dragged her down into something seedy when you know damn well that wasn't the case.
He's the crazy one. That's what you gotta remember. He's a lonely man whom you made the mistake of inviting into your bedroom. He became obsessed with Vanessa and he painted you as the villain blocking him access to his obsession. So he stole her.
Problem is, letting another guy have sex with your wife while you watch is so universally frowned upon that you can't help but internalize his accusations. And as you go about your hunt to get her back, there's gonna be a little seed of doubt growing in your belly. Could you be the monster? You won't know for certain until you break into that basement and untie her (you assume she's tied up in a basement someplace). You won't know for sure until she runs into your arms. Only then will it be clear that she dug having sex with strangers while you watched from your chair in the corner. Only then will it be clear that she is yours.
Happy Big Mistake Day!