Re: vanquishing mary sue
He's telling you you're missing something from that room. Something there gives some interesting information, and implies some other things (it sounds like you already found one of those implications given something you mentioned in your initial post).
More is necessary to actually locate the study, though.
Nimby has a set number of clues he'll tell you, in order. However, if you've found something out of sequence (more than possible) he won't mention whatever it is, and just skip to the next clue.