In the future, you've already followed the path through the mansion that Droog told you to.
Trace followed Droog's PAST TRAIL even further back, but found a much fresher trail crossing his path.
Looks like this little guy's talking on the radio. Says something about how he'll be right there once he gives Droog a hand.
Trace decides he'll trace this guy for a while, see what he's up to. And then mess with him of course.