A Frenchman, eh? This is turning out to be a dangerous situation. It seems that you are capable of dealing with them, so perhaps you wouldn't mind leading the way?
I would plan this myself, but you seem to be rather expert in the local area, and that would be more useful than my prodigious talent at hunting witches.
It seems that he is trying to say in a face-saving way that he is scared. He leads the party to within sight of the town bridge, where with careful observation, it is clear that someone or something is living beneath it.