The Kind Lady — John W. Paull

A few days before Christmas Eve, Jimmy James decides to visit his old friends the cows in their warm cowshed. He spends a happy time with them. But when he starts his journey home, snow has covered the land, and everywhere it looks the same. Jimmy James cannot find his way, and he gets very cold as well as lost.

Back home, the twins who love him a lot think that they have lost him forever. They are very sad. Their dad puts a "lost cat" notice in the window of the local newsagent's shop.