This delivery references the Lidice massacre and subsequent founding of the Lidice Shall Live movement by Dr Barnett Stross. If you are not familiar with the story, the Wikipedia article may be of interest.
As per the standard setup for SHGGFTAWSGDSSFDF, don't give your players any clues as to what kind of game they're going to play. Just tell them to create standard characters, from any period, setting, or genre. Don't let them discuss or compare their characters.
Mr Kuri-kana-suro-san hands the characters a newspaper dated 28th July 1942, with the front page headline “Nazis Destroy Czech Village”. He says, “You deliver this to Dr B Stross in Stoke on Trent. You deliver by 7:00am. Not deliver, get bamboo sword. You go to Transportertron now!”
The PCs arrive in Birmingham in the evening of 27th July 1942.
Just after they arrive, air raid wardens sound. Everyone runs to the nearest air raid shelter. The PCs may be swept along. People will try to get them to go to the shelter - not going to the shelter is suspicious. Then bombs start dropping and exploding a little later.
Any visible lights will elicit an angry “Put that bloody light out!” from a local ARP (Air Raid Precautions) warden.
After the air raid, everyone will be a little jumpy and suspicious.
If they can get money, they should be able to board a train to Stoke on Trent. Police will board the train and ask to see their papers. They'll want to know where they're going and why.
Alternatively, they might be able to steal a car. There aren't many, but they don't have locks. They will get stopped by police, who will want to see their papers. They'll want to know where they're going and why.
If they can't get away from the police or give them a good enough story, they'll be taken to the nearest station and put in a cell.
Locals all refer to Stross as “Doctor Bob”. He lives at 42 Broad Street, Shelton, Stoke-on-Trent.
If the PCs ask for help, they might be mistaken for fifth columnists. Stross is a Polish Jew, so an obvious enemy and target for the Nazis. He's also a popular local figure, so people are unlikely to react well if they think he's being threatened.
If they say they're delivering a newspaper, people will be suspicious - why isn't the paper boy doing it? Perhaps Stross is a fifth columnist (he is a foreigner, after all), and there are secret codes in the newspaper.
Assuming they can find the right address, they can put the newspaper through the letter box or give it to Stross in person.