‘ And Ehud came to him, and he was sitting by himself alone in his upper cooling parlour. And Ehud said, “I have a message from God to you.” And he arose from his seat.'
Ehud now approached him. He was sitting alone seeking to cool himself in his upper cooling parlour, which was presumably on the rooftop and designed to catch the wind. It would have had small windows in order to restrain the heat.
“And Ehud said, “I have a message from God to you.” And he arose from his seat.” Ehud was confident that he was acting in accordance with God's will as a judge of Israel. Note that his message was from God not Yahweh. He was speaking to someone who believed in other gods, and he spoke accordingly. Eglon stood up. This was not quite what he had expected. He was probably alarmed, not because he feared attack but because he anticipated some awful divine warning.