Madame Macarbre explains us how Jeff arrives to the house of it's victims: "climbing through your window pane", she also tells that Jeff arrives very quietly to his victims to surprise them: he says "Can you hear me?", it's ironic, because he is killing at night, when everyone is asleep and he doesn't make noise, so no one will hear him.

"Go on, mock me, say I'm insane" may be what his victims are saying, but it is a well a warning like,"Just try to say that, you will see what will happen", it's reinforced by the following line "But it's you who's caught in my game".

He enjoys killing and hurting people (as you know if you read the story), he takes this just like a game "Cat and Mouse", like this innocent game when the Mouse has to escape the Cat, and that's what he thinks, that's it's "A Lovely Circle" because he knows that he will catch them after all.

"Watch your tongue,Those words are huntful": Jeff was bullied before he went crazy, so the insults of insanity or anything approaching hurts him deep within and he gets even more violent.

"Join me with a painted smile" literally means that he add his "signature" to the body of his victims by craving them a jocker smile on their faces, just like the one he made to himself.