Edinburgh's Old Town is full of dark and narrow alleyways with strange names. They make the Royal Mile look like a fishbone on the map. Locals who know very well where they lead use them as shortcuts. Lady Stair's Close is one of the closes leading to a nice courtyard-like space, where you can sit on a bench and have a lunch break.
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It's great fun to explore the closes of the Royal Mile. Lady Stair's Close is a special one, it leads you to the Writers' Museum and to Gladstone's Land. Also if you look around carefully, you will find an excellent example of a middle ages burglar alarm: tricky steps with uneven heights. The burglar fall down these steps and made noise. Brilliant!
Look for the tricky steps on the white house opposite the Writers' Museum. They are now visible from outside, on the wall.