"they had taken a house in the neighbourhood of Leicester Square"

Leicester Square, in central London, is named after Robert Sidney, 2nd Earl of Leicester, who purchased four acres in St. Martin's Field in 1630.  Over the next five years he built a fine mansion, Leicester House, but his efforts to enclose all the land were thwarted by the area’s inhabitants.  They successfully appealed to the King to have part of the former common land kept open to the public – this area became known as Leicester Square. 

The area was developed in the 1670s, and was initially fashionable. By the late 1700s it was no longer a smart address, and it began to be used for popular entertainments.

By the 1800s it was well known as an entertainment venue, with several hotels, which made it popular with visitors to London.  Today, it remains the centre of London’s theatre district.